+56.4%
BP vs AVTR
+5.8%
+50.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -3.6% | -0.6% | -3.0% | -3.5% |
| 3M | +5.2% | +13.4% | -8.2% | +2.7% |
| 6M | +5.3% | +87.4% | -82.0% | -6.8% |
| YTD | +33.1% | +35.9% | -2.7% | +24.3% |
| 1Y | +26.3% | +35.4% | -9.1% | +17.8% |
| 3Y | +47.5% | -16.1% | +63.6% | +44.9% |
| 5Y | +106.2% | -59.4% | +165.5% | +139.4% |
| All | +56.4% | +5.8% | +50.6% | +15.6% |
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