+39.7%
HPQ vs AVTR
-64.7%
+104.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.4% | +5.5% |
| 7D | +2.2% | +1.6% | +0.7% | +1.7% |
| 30D | +9.7% | +8.4% | +1.4% | +7.3% |
| 3M | +32.7% | +50.2% | -17.4% | +18.4% |
| 6M | +77.7% | +82.6% | -4.9% | +49.7% |
| YTD | +51.0% | +29.8% | +21.1% | +38.7% |
| 1Y | +18.4% | +16.0% | +2.4% | +10.0% |
| 3Y | +25.6% | -26.4% | +52.0% | +26.4% |
| All | +39.7% | -64.7% | +104.4% | +70.0% |
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