+153.5%
EXPE vs AVTR
-25.8%
+179.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.9% | -9.8% | -8.4% |
| 7D | -9.8% | +7.4% | -17.2% | -11.5% |
| 30D | -11.5% | +12.2% | -23.7% | -14.2% |
| 3M | +21.7% | +57.4% | -35.7% | +7.7% |
| 6M | +10.4% | +86.7% | -76.3% | -6.7% |
| YTD | -2.5% | +33.1% | -35.6% | -10.8% |
| 1Y | +27.3% | +16.1% | +11.2% | +18.4% |
| 3Y | +153.5% | -24.6% | +178.1% | +134.6% |
| All | +153.5% | -25.8% | +179.3% | +134.6% |
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 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