+60.3%
BP vs AVTR
+1.1%
+59.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.2% |
| 7D | +4.0% | +1.6% | +2.4% | +3.7% |
| 30D | +7.8% | +8.4% | -0.5% | +6.2% |
| 3M | +8.4% | +50.2% | -41.8% | +0.2% |
| 6M | +15.1% | +82.6% | -67.5% | +2.0% |
| YTD | +36.4% | +29.8% | +6.6% | +28.5% |
| 1Y | +40.9% | +16.0% | +24.9% | +33.4% |
| 3Y | +38.8% | -26.4% | +65.3% | +40.4% |
| 5Y | +141.1% | -64.5% | +205.5% | +189.2% |
| All | +60.3% | +1.1% | +59.2% | +19.5% |
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