-35.6%
BABA vs AVTR
+5.8%
-41.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.1% |
| 7D | +2.4% | -0.1% | +2.5% | +2.3% |
| 30D | -7.8% | -0.6% | -7.1% | -7.8% |
| 3M | -22.4% | +13.4% | -35.8% | -24.7% |
| 6M | -26.0% | +87.4% | -113.4% | -36.5% |
| YTD | -29.3% | +35.9% | -65.1% | -35.1% |
| 1Y | -37.5% | +35.4% | -72.9% | -42.7% |
| 3Y | +31.9% | -16.1% | +48.0% | +29.1% |
| 5Y | -33.4% | -59.4% | +25.9% | -22.3% |
| All | -35.6% | +5.8% | -41.4% | -37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling