+122.5%
HPQ vs AVTR
+1.7%
+120.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.7% | +2.7% |
| 7D | +6.9% | +2.7% | +4.3% | +6.0% |
| 30D | +14.4% | +12.1% | +2.4% | +10.3% |
| 3M | +25.6% | +57.2% | -31.6% | +7.7% |
| 6M | +75.0% | +73.1% | +2.0% | +44.8% |
| YTD | +50.7% | +30.6% | +20.1% | +35.8% |
| 1Y | +18.7% | +13.5% | +5.2% | +9.4% |
| 3Y | +21.5% | -31.0% | +52.5% | +26.5% |
| 5Y | +31.6% | -63.2% | +94.8% | +68.3% |
| All | +122.5% | +1.7% | +120.8% | +72.4% |
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 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