+19.8%
BIL vs AVTR
-59.8%
+79.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | 0.0% | -0.6% | +0.6% | 0.0% |
| 3M | +0.6% | +13.4% | -12.8% | +0.6% |
| 6M | +1.5% | +87.4% | -85.8% | +1.5% |
| YTD | +2.8% | +35.9% | -33.1% | +2.8% |
| 1Y | +3.3% | +35.4% | -32.1% | +3.3% |
| 3Y | +13.4% | -16.1% | +29.5% | +13.4% |
| 5Y | +19.8% | -59.4% | +79.2% | +19.9% |
| All | +19.8% | -59.8% | +79.7% | +19.9% |
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 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