+65.9%
BLK vs AVTR
-27.0%
+92.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -3.3% | -1.1% | -2.2% | -3.1% |
| 30D | -6.5% | +6.3% | -12.8% | -7.6% |
| 3M | +6.7% | +53.3% | -46.6% | -2.5% |
| 6M | +14.7% | +78.6% | -63.9% | +1.1% |
| YTD | +2.5% | +29.2% | -26.7% | -3.9% |
| 1Y | -2.8% | +13.8% | -16.6% | -7.9% |
| 3Y | +65.9% | -27.4% | +93.3% | +69.9% |
| All | +65.9% | -27.0% | +92.8% | +69.9% |
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 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