+7.0%
ADM vs AVTR
-13.5%
+20.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.5% |
| 7D | -7.8% | +1.9% | -9.7% | -8.0% |
| 30D | -12.6% | +1.5% | -14.1% | -12.7% |
| 3M | -8.2% | +17.1% | -25.3% | -9.7% |
| 6M | -8.9% | +91.5% | -100.4% | -15.8% |
| YTD | +24.0% | +38.8% | -14.8% | +19.3% |
| 1Y | +26.2% | +37.7% | -11.6% | +21.4% |
| 3Y | +7.0% | -13.5% | +20.5% | +4.9% |
| All | +7.0% | -13.5% | +20.5% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling