+130.5%
EXPE vs AVTR
+6.1%
+124.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -4.2% | +3.2% | -7.4% | -5.3% |
| 30D | -4.5% | +0.5% | -5.0% | -4.8% |
| 3M | -19.7% | +12.1% | -31.8% | -23.2% |
| 6M | +18.3% | +91.2% | -72.9% | -7.1% |
| YTD | -7.3% | +36.3% | -43.6% | -18.5% |
| 1Y | -3.9% | +35.2% | -39.1% | -15.3% |
| 3Y | +123.0% | -15.8% | +138.9% | +114.8% |
| 5Y | +47.9% | -58.9% | +106.9% | +85.3% |
| All | +130.5% | +6.1% | +124.4% | +80.6% |
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