-61.4%
BAX vs AVTR
+1.7%
-63.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.3% |
| 7D | -1.1% | +2.7% | -3.8% | -1.8% |
| 30D | -5.5% | +12.1% | -17.5% | -7.9% |
| 3M | +33.5% | +57.2% | -23.7% | +19.9% |
| 6M | +35.9% | +73.1% | -37.2% | +19.1% |
| YTD | +35.4% | +30.6% | +4.7% | +25.6% |
| 1Y | +9.8% | +13.5% | -3.7% | +3.8% |
| 3Y | -32.7% | -31.0% | -1.7% | -31.4% |
| 5Y | -65.6% | -63.2% | -2.3% | -61.9% |
| All | -61.4% | +1.7% | -63.1% | -60.6% |
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 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