+186.8%
GS vs AVTR
-17.4%
+204.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.3% | -3.1% | -5.8% |
| 7D | -6.3% | -9.2% | +2.9% | -4.7% |
| 30D | -3.1% | -1.9% | -1.3% | -2.8% |
| 3M | -17.7% | +13.3% | -31.0% | -19.6% |
| 6M | -4.6% | +88.1% | -92.6% | -16.6% |
| YTD | +0.3% | +32.1% | -31.8% | -6.6% |
| 1Y | +11.7% | +30.7% | -19.0% | +4.1% |
| All | +186.8% | -17.4% | +204.2% | +176.7% |
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