+113.8%
BAC vs AVTR
+5.8%
+108.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.8% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | -6.7% | -0.6% | -6.1% | -6.6% |
| 3M | -20.2% | +13.4% | -33.6% | -23.0% |
| 6M | -0.2% | +87.4% | -87.6% | -16.7% |
| YTD | -6.4% | +35.9% | -42.2% | -15.3% |
| 1Y | -3.1% | +35.4% | -38.5% | -12.5% |
| 3Y | +96.7% | -16.1% | +112.8% | +92.4% |
| 5Y | +21.3% | -59.4% | +80.6% | +44.9% |
| All | +113.8% | +5.8% | +108.0% | +70.2% |
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