+156.7%
ADM vs AVTR
+1.7%
+155.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +3.8% | +2.7% | +1.1% | +3.3% |
| 30D | +9.8% | +12.1% | -2.3% | +7.7% |
| 3M | +2.1% | +57.2% | -55.1% | -6.0% |
| 6M | +27.5% | +73.1% | -45.6% | +14.8% |
| YTD | +50.2% | +30.6% | +19.6% | +41.8% |
| 1Y | +40.6% | +13.5% | +27.1% | +34.5% |
| 3Y | +17.2% | -31.0% | +48.2% | +20.3% |
| 5Y | +61.9% | -63.2% | +125.1% | +84.6% |
| All | +156.7% | +1.7% | +155.0% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling