+59.6%
SLB vs AVTR
+6.1%
+53.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +2.6% | +3.2% | -0.6% | +1.7% |
| 30D | +4.4% | +0.5% | +3.9% | +4.2% |
| 3M | -2.7% | +12.1% | -14.9% | -6.0% |
| 6M | -7.5% | +91.2% | -98.7% | -24.5% |
| YTD | +34.8% | +36.3% | -1.5% | +20.7% |
| 1Y | +44.6% | +35.2% | +9.4% | +29.5% |
| 3Y | +3.2% | -15.8% | +19.0% | +0.3% |
| 5Y | +73.6% | -58.9% | +132.5% | +110.7% |
| All | +59.6% | +6.1% | +53.4% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling