+587.4%
GE vs AVTR
+6.1%
+581.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.3% |
| 7D | +5.1% | +3.2% | +2.0% | +4.4% |
| 30D | +7.6% | +0.5% | +7.1% | +7.4% |
| 3M | -9.3% | +12.1% | -21.4% | -11.9% |
| 6M | +11.5% | +91.2% | -79.6% | -5.5% |
| YTD | +7.9% | +36.3% | -28.4% | -1.5% |
| 1Y | +7.6% | +35.2% | -27.6% | -1.8% |
| 3Y | +265.9% | -15.8% | +281.7% | +258.4% |
| 5Y | +405.9% | -58.9% | +464.8% | +499.1% |
| All | +587.4% | +6.1% | +581.3% | +475.6% |
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 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