+18.3%
HYG vs AVTR
-64.6%
+82.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | -0.7% | -1.1% | +0.4% | -0.6% |
| 30D | -0.7% | +6.3% | -7.0% | -1.2% |
| 3M | -0.2% | +53.3% | -53.5% | -3.3% |
| 6M | +1.4% | +78.6% | -77.2% | -2.9% |
| YTD | +1.5% | +29.2% | -27.8% | -0.7% |
| 1Y | +2.9% | +13.8% | -10.9% | +1.1% |
| 3Y | +25.6% | -27.4% | +53.1% | +26.5% |
| All | +18.3% | -64.6% | +82.9% | +26.4% |
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