+308.3%
BX vs AVTR
+0.6%
+307.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +2.9% | +2.6% |
| 7D | -5.6% | -1.1% | -4.5% | -5.2% |
| 30D | -12.2% | +6.3% | -18.5% | -14.2% |
| 3M | +7.4% | +53.3% | -45.9% | -9.4% |
| 6M | +22.2% | +78.6% | -56.5% | -3.1% |
| YTD | -14.0% | +29.2% | -43.2% | -23.5% |
| 1Y | -27.3% | +13.8% | -41.1% | -34.2% |
| 3Y | +24.5% | -27.4% | +52.0% | +29.0% |
| 5Y | +18.9% | -65.0% | +83.9% | +61.8% |
| All | +308.3% | +0.6% | +307.7% | +255.1% |
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