+256.9%
BNY vs AVTR
-64.6%
+321.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.3% | -1.1% | -0.3% | -1.2% |
| 30D | -0.2% | +6.3% | -6.5% | -1.3% |
| 3M | +14.9% | +53.3% | -38.4% | +5.7% |
| 6M | +40.0% | +78.6% | -38.7% | +24.6% |
| YTD | +42.0% | +29.2% | +12.7% | +34.0% |
| 1Y | +56.9% | +13.8% | +43.0% | +49.4% |
| 3Y | +289.9% | -27.4% | +317.3% | +296.4% |
| All | +256.9% | -64.6% | +321.5% | +307.1% |
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