-22.4%
BA vs AVTR
-59.7%
+37.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -0.6% | +3.2% | -3.7% | -1.2% |
| 30D | -8.0% | +0.5% | -8.5% | -8.1% |
| 3M | -25.8% | +12.1% | -37.9% | -27.8% |
| 6M | -27.6% | +91.2% | -118.8% | -38.4% |
| YTD | -21.0% | +36.3% | -57.3% | -27.7% |
| 1Y | -12.3% | +35.2% | -47.5% | -19.7% |
| 3Y | -12.8% | -15.8% | +3.1% | -14.4% |
| 5Y | -22.4% | -58.9% | +36.6% | -5.4% |
| All | -22.4% | -59.7% | +37.3% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AVTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling