+738.4%
AMAT vs AVTR
+5.1%
+733.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.5% |
| 7D | -14.7% | -3.6% | -11.1% | -13.5% |
| 30D | -36.1% | +0.8% | -36.9% | -36.2% |
| 3M | -36.9% | +17.4% | -54.2% | -40.5% |
| 6M | -22.2% | +83.5% | -105.7% | -39.1% |
| YTD | +29.9% | +35.0% | -5.1% | +12.6% |
| 1Y | +43.3% | +36.7% | +6.6% | +23.1% |
| 3Y | +142.7% | -15.3% | +158.0% | +132.9% |
| 5Y | +126.2% | -59.5% | +185.7% | +195.5% |
| All | +738.4% | +5.1% | +733.4% | +640.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling