+325.6%
BX vs AVTR
+3.6%
+322.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.3% |
| 7D | -2.0% | +7.4% | -9.4% | -4.5% |
| 30D | -2.3% | +12.2% | -14.5% | -6.4% |
| 3M | +18.5% | +57.4% | -38.9% | -1.0% |
| 6M | +23.7% | +86.7% | -62.9% | -3.4% |
| YTD | -10.4% | +33.1% | -43.4% | -21.1% |
| 1Y | -19.6% | +16.1% | -35.7% | -27.7% |
| 3Y | +30.8% | -24.6% | +55.4% | +33.5% |
| 5Y | +24.3% | -63.5% | +87.8% | +66.6% |
| All | +325.6% | +3.6% | +322.0% | +266.2% |
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