+26.7%
BTDR vs AVTR
-58.8%
+85.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.5% | +1.8% |
| 7D | +22.4% | +7.4% | +15.0% | +20.2% |
| 30D | +16.5% | +12.2% | +4.2% | +13.1% |
| 3M | -31.5% | +57.4% | -88.9% | -41.0% |
| 6M | +74.0% | +86.7% | -12.6% | +43.1% |
| YTD | +13.0% | +33.1% | -20.0% | +1.0% |
| 1Y | -0.2% | +16.1% | -16.4% | -9.1% |
| 3Y | +9.9% | -24.6% | +34.5% | +8.3% |
| 5Y | +28.1% | -63.5% | +91.6% | +27.2% |
| All | +26.7% | -58.8% | +85.5% | +24.3% |
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 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