-13.1%
ADBE vs AVTR
+5.6%
-18.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +1.0% | -1.0% | +2.0% | +1.1% |
| 3M | -10.1% | +12.2% | -22.3% | -13.5% |
| 6M | +3.0% | +97.5% | -94.5% | -17.1% |
| YTD | -30.5% | +35.6% | -66.1% | -37.9% |
| 1Y | -27.1% | +32.8% | -60.0% | -34.6% |
| 3Y | -58.8% | -16.5% | -42.3% | -60.0% |
| 5Y | -63.0% | -59.1% | -3.9% | -53.5% |
| All | -13.1% | +5.6% | -18.7% | -24.4% |
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 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