+61.4%
AMAT vs AVTR
+37.4%
+24.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.3% |
| 7D | -11.2% | -6.2% | -5.0% | -11.1% |
| 30D | -31.9% | -1.0% | -30.9% | -31.8% |
| 3M | -32.3% | +14.4% | -46.7% | -32.6% |
| 6M | -5.4% | +95.9% | -101.3% | -15.4% |
| YTD | +44.3% | +36.6% | +7.7% | +34.4% |
| 1Y | +61.4% | +35.1% | +26.2% | +48.8% |
| All | +61.4% | +37.4% | +24.0% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling