+142.4%
GILD vs AVTR
-64.6%
+207.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.8% | -1.1% | -3.8% | -4.7% |
| 30D | +5.8% | +6.3% | -0.5% | +5.2% |
| 3M | +14.9% | +53.3% | -38.4% | +10.6% |
| 6M | -0.4% | +78.6% | -79.0% | -5.6% |
| YTD | +18.5% | +29.2% | -10.7% | +15.1% |
| 1Y | +25.1% | +13.8% | +11.3% | +22.1% |
| 3Y | +105.9% | -27.4% | +133.3% | +106.4% |
| All | +142.4% | -64.6% | +207.0% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling