+87.9%
BMY vs AVTR
+1.7%
+86.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.6% |
| 7D | +0.4% | +2.7% | -2.3% | 0.0% |
| 30D | +5.0% | +12.1% | -7.0% | +3.2% |
| 3M | +19.4% | +57.2% | -37.9% | +10.8% |
| 6M | +9.5% | +73.1% | -63.5% | -0.2% |
| YTD | +28.1% | +30.6% | -2.6% | +21.7% |
| 1Y | +50.0% | +13.5% | +36.5% | +44.2% |
| 3Y | +24.1% | -31.0% | +55.1% | +27.0% |
| 5Y | +25.0% | -63.2% | +88.2% | +39.4% |
| All | +87.9% | +1.7% | +86.2% | +66.4% |
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 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