+56.5%
BP vs AVTR
+8.1%
+48.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.4% |
| 7D | -6.9% | +1.9% | -8.8% | -7.2% |
| 30D | -3.6% | +1.5% | -5.1% | -3.9% |
| 3M | +8.4% | +17.1% | -8.6% | +5.3% |
| 6M | +5.3% | +91.5% | -86.1% | -7.2% |
| YTD | +33.2% | +38.8% | -5.7% | +23.9% |
| 1Y | +28.2% | +37.7% | -9.6% | +19.2% |
| 3Y | +49.2% | -13.5% | +62.7% | +45.7% |
| 5Y | +102.9% | -59.3% | +162.2% | +136.2% |
| All | +56.5% | +8.1% | +48.4% | +15.2% |
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