+25.1%
BX vs AVTR
-26.6%
+51.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.2% | -3.0% |
| 7D | -5.7% | +1.6% | -7.2% | -6.1% |
| 30D | -8.9% | +8.4% | -17.3% | -10.9% |
| 3M | +8.4% | +50.2% | -41.8% | -4.3% |
| 6M | +18.9% | +82.6% | -63.6% | -1.1% |
| YTD | -13.6% | +29.8% | -43.5% | -21.4% |
| 1Y | -22.4% | +16.0% | -38.4% | -29.0% |
| All | +25.1% | -26.6% | +51.7% | +28.4% |
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