+99.4%
HPQ vs AVTR
+6.9%
+92.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | -3.2% | +0.5% | -3.8% | -3.5% |
| 30D | -3.0% | +1.5% | -4.6% | -3.5% |
| 3M | +0.6% | +14.2% | -13.6% | -3.9% |
| 6M | +36.6% | +97.4% | -60.8% | +8.3% |
| YTD | +35.0% | +37.3% | -2.3% | +19.4% |
| 1Y | +23.1% | +36.8% | -13.7% | +8.8% |
| 3Y | +18.6% | -15.2% | +33.9% | +15.0% |
| 5Y | +10.3% | -59.2% | +69.5% | +36.3% |
| All | +99.4% | +6.9% | +92.5% | +51.6% |
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 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