-9.0%
BDX vs AVTR
-26.6%
+17.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.4% |
| 7D | -3.6% | +1.6% | -5.1% | -3.8% |
| 30D | +0.7% | +8.4% | -7.7% | -0.8% |
| 3M | +19.0% | +50.2% | -31.2% | +10.5% |
| 6M | +10.8% | +82.6% | -71.8% | -0.7% |
| YTD | +20.1% | +29.8% | -9.7% | +13.3% |
| 1Y | +23.1% | +16.0% | +7.1% | +16.7% |
| All | -9.0% | -26.6% | +17.7% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling