+154.7%
BTI vs AVTR
+1.7%
+153.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -1.4% | +2.7% | -4.1% | -1.7% |
| 30D | -6.6% | +12.1% | -18.7% | -7.7% |
| 3M | -3.0% | +57.2% | -60.2% | -7.6% |
| 6M | -6.7% | +73.1% | -79.7% | -12.2% |
| YTD | +0.6% | +30.6% | -30.1% | -2.7% |
| 1Y | +5.6% | +13.5% | -7.9% | +3.1% |
| 3Y | +110.3% | -31.0% | +141.3% | +115.0% |
| 5Y | +114.3% | -63.2% | +177.5% | +137.2% |
| All | +154.7% | +1.7% | +153.0% | +127.2% |
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