+13.1%
HPQ vs AVTR
-58.9%
+72.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +3.2% | +0.5% | +2.7% | +3.0% |
| 30D | -3.6% | -1.0% | -2.6% | -3.3% |
| 3M | -5.3% | +12.2% | -17.5% | -8.4% |
| 6M | +41.1% | +97.5% | -56.3% | +16.5% |
| YTD | +36.9% | +35.6% | +1.3% | +24.1% |
| 1Y | +23.5% | +32.8% | -9.3% | +12.5% |
| 3Y | +19.6% | -16.5% | +36.1% | +16.1% |
| All | +13.1% | -58.9% | +72.0% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling