+163.2%
EXPE vs AVTR
+1.7%
+161.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | -1.2% |
| 7D | -9.5% | +2.7% | -12.2% | -10.4% |
| 30D | -6.6% | +12.1% | -18.7% | -10.4% |
| 3M | +31.4% | +57.2% | -25.9% | +11.1% |
| 6M | +35.2% | +73.1% | -37.9% | +10.0% |
| YTD | +5.8% | +30.6% | -24.8% | -5.3% |
| 1Y | +38.7% | +13.5% | +25.2% | +27.5% |
| 3Y | +175.8% | -31.0% | +206.8% | +187.3% |
| 5Y | +111.8% | -63.2% | +175.1% | +175.9% |
| All | +163.2% | +1.7% | +161.5% | +109.9% |
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