+15.5%
GLXY vs AVTR
+16.4%
-0.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | +13.4% | +2.7% | +10.8% | +12.7% |
| 30D | +38.1% | +12.1% | +26.1% | +34.3% |
| 3M | -7.3% | +57.2% | -64.6% | -21.3% |
| 6M | +8.2% | +73.1% | -64.9% | -11.5% |
| YTD | +17.8% | +30.6% | -12.9% | +4.7% |
| 1Y | +14.9% | +13.5% | +1.4% | +4.3% |
| All | +15.5% | +16.4% | -0.9% | +4.1% |
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