+1.3%
BBY vs AVTR
-64.6%
+65.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.2% |
| 7D | +0.6% | -1.1% | +1.7% | +0.9% |
| 30D | +9.4% | +6.3% | +3.1% | +7.2% |
| 3M | +19.3% | +53.3% | -34.0% | +3.6% |
| 6M | +47.9% | +78.6% | -30.7% | +22.2% |
| YTD | +39.6% | +29.2% | +10.3% | +26.4% |
| 1Y | +22.2% | +13.8% | +8.3% | +12.6% |
| 3Y | +45.0% | -27.4% | +72.4% | +47.7% |
| All | +1.3% | -64.6% | +65.9% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling