+113.2%
BAC vs AVTR
+8.1%
+105.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.6% | +1.6% |
| 7D | +2.0% | +1.9% | +0.1% | +1.5% |
| 30D | -6.9% | +1.5% | -8.5% | -7.4% |
| 3M | -19.6% | +17.1% | -36.6% | -23.0% |
| 6M | -0.5% | +91.5% | -91.9% | -17.3% |
| YTD | -6.6% | +38.8% | -45.4% | -16.0% |
| 1Y | -3.0% | +37.7% | -40.7% | -12.7% |
| 3Y | +97.3% | -13.5% | +110.8% | +91.3% |
| 5Y | +21.9% | -59.3% | +81.2% | +45.7% |
| All | +113.2% | +8.1% | +105.1% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling