-19.5%
BABA vs AVTR
+15.8%
-35.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -0.2% | +7.4% | -7.6% | -0.3% |
| 30D | -12.3% | +12.2% | -24.5% | -12.5% |
| 3M | -5.3% | +57.4% | -62.7% | -7.0% |
| 6M | -13.1% | +86.7% | -99.7% | -15.9% |
| YTD | -22.4% | +33.1% | -55.5% | -23.9% |
| 1Y | -19.5% | +16.1% | -35.6% | -21.9% |
| All | -19.5% | +15.8% | -35.3% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling