+126.0%
GOOGL vs AVTR
-16.2%
+142.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +3.9% | +0.5% | +3.4% | +3.8% |
| 30D | -14.9% | -1.0% | -13.9% | -14.9% |
| 3M | -14.6% | +12.2% | -26.8% | -15.5% |
| 6M | -26.4% | +97.5% | -123.9% | -31.0% |
| YTD | -5.3% | +35.6% | -40.9% | -8.7% |
| 1Y | +6.5% | +32.8% | -26.4% | +2.7% |
| 3Y | +126.0% | -16.5% | +142.5% | +138.6% |
| All | +126.0% | -16.2% | +142.2% | +138.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling