+39.8%
BKNG vs AVTR
-26.6%
+66.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -10.7% | -2.0% | -8.6% | -10.4% |
| 30D | -18.1% | +8.1% | -26.2% | -19.2% |
| 3M | +8.5% | +54.2% | -45.7% | +0.8% |
| 6M | -0.1% | +82.6% | -82.6% | -9.7% |
| YTD | -18.2% | +29.8% | -48.1% | -22.9% |
| 1Y | -19.9% | +18.0% | -37.9% | -24.3% |
| All | +39.8% | -26.6% | +66.5% | +43.5% |
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