+48.5%
BTDR vs AVTR
-16.2%
+64.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.1% | -8.4% |
| 7D | -6.9% | +0.5% | -7.4% | -6.9% |
| 30D | -31.5% | -1.0% | -30.5% | -30.8% |
| 3M | -36.1% | +12.2% | -48.3% | -38.7% |
| 6M | -57.6% | +97.5% | -155.1% | -69.9% |
| YTD | -50.0% | +35.6% | -85.6% | -58.3% |
| 1Y | -49.6% | +32.8% | -82.4% | -57.7% |
| 3Y | +48.5% | -16.5% | +65.0% | +81.6% |
| All | +48.5% | -16.2% | +64.7% | +81.6% |
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