+129.4%
EXPE vs AVTR
+6.9%
+122.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.0% |
| 7D | -17.8% | +0.5% | -18.3% | -17.8% |
| 30D | -3.2% | +1.5% | -4.8% | -3.9% |
| 3M | -19.0% | +14.2% | -33.2% | -23.0% |
| 6M | +17.7% | +97.4% | -79.6% | -8.6% |
| YTD | -7.8% | +37.3% | -45.0% | -19.1% |
| 1Y | -1.4% | +36.8% | -38.1% | -13.3% |
| 3Y | +121.9% | -15.2% | +137.2% | +113.3% |
| 5Y | +44.3% | -59.2% | +103.4% | +81.2% |
| All | +129.4% | +6.9% | +122.6% | +79.3% |
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