+188.9%
AMAT vs AVTR
+16.8%
+172.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.8% | +4.4% |
| 7D | -1.5% | +2.7% | -4.2% | -1.6% |
| 30D | -14.8% | +12.1% | -26.8% | -15.3% |
| 3M | -9.3% | +57.2% | -66.5% | -14.5% |
| 6M | +27.4% | +73.1% | -45.7% | +18.0% |
| YTD | +77.6% | +30.6% | +46.9% | +68.7% |
| 1Y | +188.9% | +13.5% | +175.4% | +163.4% |
| All | +188.9% | +16.8% | +172.2% | +163.4% |
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