+2,072.2%
BE vs AVTR
+1.1%
+2,071.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +9.7% | -2.0% | +11.8% | +11.0% |
| 30D | +22.4% | +8.1% | +14.3% | +17.6% |
| 3M | +10.4% | +54.2% | -43.8% | -15.5% |
| 6M | +67.9% | +82.6% | -14.7% | +14.8% |
| YTD | +197.5% | +29.8% | +167.6% | +143.5% |
| 1Y | +310.6% | +18.0% | +292.6% | +231.8% |
| 3Y | +1,657.2% | -26.4% | +1,683.7% | +1,630.7% |
| 5Y | +1,218.2% | -64.8% | +1,283.0% | +2,182.7% |
| All | +2,072.2% | +1.1% | +2,071.1% | +1,026.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling