+41.4%
GS vs AVTR
+16.8%
+24.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | +0.9% | +2.7% | -1.7% | +0.7% |
| 30D | -1.6% | +12.1% | -13.6% | -2.5% |
| 3M | -4.5% | +57.2% | -61.7% | -9.8% |
| 6M | +20.9% | +73.1% | -52.2% | +12.3% |
| YTD | +19.9% | +30.6% | -10.7% | +13.3% |
| 1Y | +41.4% | +13.5% | +27.9% | +35.4% |
| All | +41.4% | +16.8% | +24.6% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling