+14.9%
BDX vs AVTR
+3.6%
+11.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -4.9% | -3.4% |
| 7D | -4.3% | +7.4% | -11.7% | -5.6% |
| 30D | +1.3% | +12.2% | -10.9% | -0.9% |
| 3M | +20.2% | +57.4% | -37.1% | +10.3% |
| 6M | +8.6% | +86.7% | -78.0% | -3.7% |
| YTD | +19.0% | +33.1% | -14.1% | +11.5% |
| 1Y | +21.2% | +16.1% | +5.0% | +15.1% |
| 3Y | -9.7% | -24.6% | +14.9% | -9.5% |
| 5Y | -3.4% | -63.5% | +60.1% | +8.2% |
| All | +14.9% | +3.6% | +11.3% | +6.3% |
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