+18.5%
ADM vs AVTR
-25.8%
+44.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -0.1% | +7.4% | -7.5% | -0.8% |
| 30D | +11.0% | +12.2% | -1.2% | +9.7% |
| 3M | +6.0% | +57.4% | -51.4% | +0.3% |
| 6M | +26.9% | +86.7% | -59.7% | +17.0% |
| YTD | +50.0% | +33.1% | +16.9% | +44.7% |
| 1Y | +39.6% | +16.1% | +23.5% | +35.9% |
| 3Y | +18.5% | -24.6% | +43.2% | +19.9% |
| All | +18.5% | -25.8% | +44.3% | +19.9% |
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