+143.8%
GOOGL vs AVTR
-26.6%
+170.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.1% |
| 7D | -1.9% | +1.6% | -3.4% | -2.0% |
| 30D | -7.5% | +8.4% | -15.8% | -8.1% |
| 3M | -9.2% | +50.2% | -59.3% | -12.6% |
| 6M | +8.1% | +82.6% | -74.5% | +1.9% |
| YTD | +5.8% | +29.8% | -24.0% | +2.4% |
| 1Y | +38.3% | +16.0% | +22.4% | +33.6% |
| All | +143.8% | -26.6% | +170.4% | +147.7% |
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