+73.1%
BBY vs AVTR
+3.6%
+69.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.6% |
| 7D | +8.1% | +7.4% | +0.7% | +5.7% |
| 30D | +8.9% | +12.2% | -3.3% | +4.9% |
| 3M | +22.0% | +57.4% | -35.3% | +4.5% |
| 6M | +37.8% | +86.7% | -48.8% | +11.5% |
| YTD | +37.3% | +33.1% | +4.2% | +22.9% |
| 1Y | +21.6% | +16.1% | +5.4% | +11.3% |
| 3Y | +41.5% | -24.6% | +66.1% | +43.6% |
| 5Y | +1.2% | -63.5% | +64.7% | +26.6% |
| All | +73.1% | +3.6% | +69.5% | +41.8% |
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