+10.8%
BTDR vs AVTR
-26.6%
+37.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -3.2% | -2.0% | -1.1% | -2.5% |
| 30D | +32.7% | +8.1% | +24.6% | +29.4% |
| 3M | -28.4% | +54.2% | -82.6% | -41.5% |
| 6M | +51.7% | +82.6% | -30.9% | +16.1% |
| YTD | +2.9% | +29.8% | -27.0% | -11.3% |
| 1Y | -15.5% | +18.0% | -33.5% | -26.5% |
| All | +10.8% | -26.6% | +37.4% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling