-38.1%
GLXY vs AVTR
+21.1%
-59.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.6% | -2.2% |
| 7D | -16.2% | -0.1% | -16.0% | -16.1% |
| 30D | -30.6% | -0.6% | -30.0% | -30.4% |
| 3M | -27.7% | +13.4% | -41.1% | -30.1% |
| 6M | -53.3% | +87.4% | -140.7% | -62.7% |
| YTD | -36.9% | +35.9% | -72.8% | -44.5% |
| 1Y | -55.6% | +35.4% | -91.0% | -61.0% |
| All | -38.1% | +21.1% | -59.2% | -44.9% |
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 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