+67.1%
ADM vs AVTR
-64.4%
+131.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.9% | +2.7% |
| 7D | +1.4% | +1.6% | -0.2% | +1.2% |
| 30D | +8.2% | +8.4% | -0.2% | +7.2% |
| 3M | +8.7% | +50.2% | -41.4% | +3.0% |
| 6M | +29.1% | +82.6% | -53.5% | +18.7% |
| YTD | +53.7% | +29.8% | +23.8% | +47.8% |
| 1Y | +43.2% | +16.0% | +27.3% | +38.6% |
| 3Y | +21.4% | -26.4% | +47.9% | +23.1% |
| 5Y | +67.1% | -64.5% | +131.6% | +76.2% |
| All | +67.1% | -64.4% | +131.5% | +76.2% |
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