+191.8%
BLK vs AVTR
+1.1%
+190.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.4% |
| 7D | -2.7% | +1.6% | -4.2% | -3.1% |
| 30D | -4.8% | +8.4% | -13.1% | -7.0% |
| 3M | +6.5% | +50.2% | -43.7% | -6.6% |
| 6M | +13.2% | +82.6% | -69.4% | -7.0% |
| YTD | +1.8% | +29.8% | -28.0% | -7.8% |
| 1Y | -1.0% | +16.0% | -16.9% | -9.3% |
| 3Y | +66.0% | -26.4% | +92.4% | +69.5% |
| 5Y | +31.2% | -64.5% | +95.7% | +68.5% |
| All | +191.8% | +1.1% | +190.7% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling