-2.8%
EXPE vs AVTR
+36.1%
-38.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.5% | +0.5% | -0.9% | -0.7% |
| 30D | -6.1% | -1.0% | -5.1% | -6.0% |
| 3M | -21.3% | +12.2% | -33.5% | -25.1% |
| 6M | +19.0% | +97.5% | -78.5% | -11.5% |
| YTD | -8.4% | +35.6% | -44.0% | -18.7% |
| 1Y | -2.8% | +32.8% | -35.6% | -12.6% |
| All | -2.8% | +36.1% | -38.9% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling