-28.3%
BABA vs AVTR
-60.1%
+31.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.8% |
| 7D | +11.6% | -3.6% | +15.3% | +12.5% |
| 30D | +2.3% | +0.8% | +1.5% | +1.9% |
| 3M | -13.7% | +17.4% | -31.1% | -17.0% |
| 6M | -21.9% | +83.5% | -105.4% | -33.5% |
| YTD | -24.6% | +35.0% | -59.6% | -31.0% |
| 1Y | -34.1% | +36.7% | -70.8% | -40.0% |
| 3Y | +36.3% | -15.3% | +51.6% | +31.2% |
| All | -28.3% | -60.1% | +31.8% | +1.6% |
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