+332.5%
BNY vs AVTR
+0.6%
+331.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.3% | -1.1% | -0.3% | -1.1% |
| 30D | -0.2% | +6.3% | -6.5% | -1.6% |
| 3M | +14.9% | +53.3% | -38.4% | +3.7% |
| 6M | +40.0% | +78.6% | -38.7% | +21.5% |
| YTD | +42.0% | +29.2% | +12.7% | +32.2% |
| 1Y | +56.9% | +13.8% | +43.0% | +47.7% |
| 3Y | +289.9% | -27.4% | +317.3% | +295.8% |
| 5Y | +259.2% | -65.0% | +324.2% | +332.7% |
| All | +332.5% | +0.6% | +331.9% | +249.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling