-11.1%
ADBE vs AVTR
+1.1%
-12.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -12.9% | -2.0% | -10.9% | -12.4% |
| 30D | -5.6% | +8.1% | -13.7% | -7.9% |
| 3M | +6.6% | +54.2% | -47.6% | -6.9% |
| 6M | -9.6% | +82.6% | -92.1% | -25.4% |
| YTD | -28.9% | +29.8% | -58.7% | -35.4% |
| 1Y | -28.9% | +18.0% | -46.9% | -34.7% |
| 3Y | -55.6% | -26.4% | -29.1% | -54.9% |
| 5Y | -62.2% | -64.8% | +2.6% | -50.0% |
| All | -11.1% | +1.1% | -12.2% | -21.3% |
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