+572.5%
GE vs AVTR
+1.1%
+571.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.8% | -2.0% | -0.8% | -2.4% |
| 30D | -11.9% | +8.1% | -20.0% | -13.6% |
| 3M | +1.8% | +54.2% | -52.4% | -8.8% |
| 6M | -0.6% | +82.6% | -83.2% | -14.8% |
| YTD | +5.5% | +29.8% | -24.3% | -2.4% |
| 1Y | +15.0% | +18.0% | -3.0% | +6.6% |
| 3Y | +269.5% | -26.4% | +296.0% | +275.1% |
| 5Y | +422.4% | -64.8% | +487.3% | +545.1% |
| All | +572.5% | +1.1% | +571.4% | +470.5% |
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