+130.8%
SLB vs AVTR
-64.3%
+195.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | +0.8% | +2.7% | -1.8% | +0.4% |
| 30D | +15.8% | +12.1% | +3.8% | +13.7% |
| 3M | -0.3% | +57.2% | -57.6% | -8.1% |
| 6M | +21.3% | +73.1% | -51.7% | +9.7% |
| YTD | +52.3% | +30.6% | +21.7% | +44.4% |
| 1Y | +63.6% | +13.5% | +50.1% | +56.5% |
| 3Y | +3.8% | -31.0% | +34.8% | +5.4% |
| All | +130.8% | -64.3% | +195.1% | +124.9% |
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