+73.8%
GSK vs AVTR
+1.7%
+72.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | -1.8% | +2.7% | -4.5% | -2.2% |
| 30D | -2.2% | +12.1% | -14.2% | -3.8% |
| 3M | -1.8% | +57.2% | -59.1% | -8.3% |
| 6M | -10.6% | +73.1% | -83.7% | -17.9% |
| YTD | +4.4% | +30.6% | -26.2% | -0.4% |
| 1Y | +30.4% | +13.5% | +16.9% | +25.3% |
| 3Y | +60.1% | -31.0% | +91.1% | +63.3% |
| 5Y | +46.8% | -63.2% | +110.0% | +64.1% |
| All | +73.8% | +1.7% | +72.1% | +52.9% |
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