+30.9%
BMY vs AVTR
-58.9%
+89.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | +2.1% | +0.5% | +1.6% | +2.0% |
| 30D | +7.0% | -1.0% | +8.0% | +7.1% |
| 3M | -0.9% | +12.2% | -13.1% | -2.5% |
| 6M | +14.9% | +97.5% | -82.5% | +4.3% |
| YTD | +22.8% | +35.6% | -12.8% | +17.0% |
| 1Y | +36.2% | +32.8% | +3.4% | +30.0% |
| 3Y | +45.7% | -16.5% | +62.2% | +46.3% |
| All | +30.9% | -58.9% | +89.8% | +37.4% |
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