-60.5%
BAX vs AVTR
+5.8%
-66.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.5% |
| 7D | +3.6% | -0.1% | +3.8% | +3.7% |
| 30D | +8.5% | -0.6% | +9.1% | +8.5% |
| 3M | -4.9% | +13.4% | -18.3% | -7.7% |
| 6M | +47.0% | +87.4% | -40.4% | +26.5% |
| YTD | +38.4% | +35.9% | +2.6% | +27.1% |
| 1Y | +49.1% | +35.4% | +13.7% | +36.9% |
| 3Y | -14.9% | -16.1% | +1.2% | -16.3% |
| 5Y | -63.1% | -59.4% | -3.8% | -59.9% |
| All | -60.5% | +5.8% | -66.3% | -60.2% |
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 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