+163.2%
BAC vs AVTR
+3.6%
+159.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.9% |
| 7D | +1.2% | +7.4% | -6.2% | -0.7% |
| 30D | -0.7% | +12.2% | -12.9% | -3.7% |
| 3M | +16.9% | +57.4% | -40.5% | +2.9% |
| 6M | +29.6% | +86.7% | -57.1% | +8.3% |
| YTD | +15.3% | +33.1% | -17.8% | +5.0% |
| 1Y | +28.8% | +16.1% | +12.7% | +19.2% |
| 3Y | +136.4% | -24.6% | +161.0% | +139.0% |
| 5Y | +72.9% | -63.5% | +136.4% | +113.3% |
| All | +163.2% | +3.6% | +159.6% | +111.1% |
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