+19.6%
BTDR vs AVTR
-60.0%
+79.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | -3.4% | -1.1% | -2.3% | -3.1% |
| 30D | +32.6% | +6.3% | +26.3% | +30.7% |
| 3M | -32.2% | +53.3% | -85.6% | -41.2% |
| 6M | +52.4% | +78.6% | -26.3% | +26.8% |
| YTD | +6.7% | +29.2% | -22.5% | -3.9% |
| 1Y | -15.2% | +13.8% | -29.1% | -22.3% |
| 3Y | +14.9% | -27.4% | +42.3% | +14.2% |
| 5Y | +20.8% | -65.0% | +85.8% | +21.1% |
| All | +19.6% | -60.0% | +79.6% | +18.3% |
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