+71.2%
BKR vs AVTR
-27.0%
+98.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -7.0% | -1.1% | -5.9% | -6.9% |
| 30D | -8.1% | +6.3% | -14.4% | -8.9% |
| 3M | -6.6% | +53.3% | -59.9% | -12.7% |
| 6M | +0.9% | +78.6% | -77.8% | -8.3% |
| YTD | +31.1% | +29.2% | +1.9% | +25.4% |
| 1Y | +27.7% | +13.8% | +13.9% | +23.0% |
| 3Y | +71.2% | -27.4% | +98.7% | +77.8% |
| All | +71.2% | -27.0% | +98.2% | +77.8% |
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