+423.5%
GS vs AVTR
+2.9%
+420.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.3% | -3.1% | -5.5% |
| 7D | -6.3% | -9.2% | +2.9% | -3.8% |
| 30D | -3.1% | -1.9% | -1.3% | -2.7% |
| 3M | -17.7% | +13.3% | -31.0% | -20.6% |
| 6M | -4.6% | +88.1% | -92.6% | -21.2% |
| YTD | +0.3% | +32.1% | -31.8% | -9.2% |
| 1Y | +11.7% | +30.7% | -19.0% | +1.1% |
| 3Y | +183.6% | -17.6% | +201.2% | +178.7% |
| 5Y | +141.0% | -60.3% | +201.3% | +192.9% |
| All | +423.5% | +2.9% | +420.7% | +309.2% |
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