+144.2%
HPQ vs AVTR
+0.6%
+143.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.5% | +8.9% | +8.5% |
| 7D | +9.8% | -1.1% | +10.8% | +10.0% |
| 30D | +22.4% | +6.3% | +16.0% | +19.7% |
| 3M | +45.2% | +53.3% | -8.2% | +25.5% |
| 6M | +96.4% | +78.6% | +17.8% | +60.8% |
| YTD | +65.4% | +29.2% | +36.2% | +49.4% |
| 1Y | +31.6% | +13.8% | +17.7% | +21.1% |
| 3Y | +37.0% | -27.4% | +64.5% | +39.8% |
| 5Y | +53.0% | -65.0% | +118.0% | +99.3% |
| All | +144.2% | +0.6% | +143.6% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling