+470.4%
GOOG vs AVTR
+1.1%
+469.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.6% |
| 7D | -1.6% | +1.6% | -3.1% | -1.9% |
| 30D | -7.7% | +8.4% | -16.0% | -9.3% |
| 3M | -9.3% | +50.2% | -59.5% | -17.8% |
| 6M | +7.4% | +82.6% | -75.1% | -7.3% |
| YTD | +4.9% | +29.8% | -25.0% | -2.7% |
| 1Y | +37.2% | +16.0% | +21.2% | +28.1% |
| 3Y | +141.6% | -26.4% | +168.1% | +143.4% |
| 5Y | +128.8% | -64.5% | +193.2% | +181.5% |
| All | +470.4% | +1.1% | +469.3% | +394.1% |
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