+58.8%
BP vs AVTR
+6.9%
+51.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | -3.1% | +1.5% | -4.7% | -3.4% |
| 3M | +6.2% | +14.2% | -8.1% | +3.5% |
| 6M | +4.8% | +97.4% | -92.6% | -8.1% |
| YTD | +35.2% | +37.3% | -2.1% | +26.0% |
| 1Y | +27.4% | +36.8% | -9.4% | +18.6% |
| 3Y | +49.8% | -15.2% | +65.0% | +46.9% |
| 5Y | +109.4% | -59.2% | +168.6% | +143.1% |
| All | +58.8% | +6.9% | +51.9% | +17.1% |
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 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