+838.8%
AMAT vs AVTR
+5.8%
+833.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +1.3% |
| 7D | -2.5% | -0.1% | -2.3% | -2.2% |
| 30D | -26.5% | -0.6% | -25.9% | -26.3% |
| 3M | -28.6% | +13.4% | -42.0% | -31.8% |
| 6M | -14.2% | +87.4% | -101.6% | -33.4% |
| YTD | +45.5% | +35.9% | +9.6% | +25.8% |
| 1Y | +59.3% | +35.4% | +24.0% | +37.6% |
| 3Y | +153.1% | -16.1% | +169.2% | +144.2% |
| 5Y | +158.2% | -59.4% | +217.5% | +237.2% |
| All | +838.8% | +5.8% | +833.0% | +728.2% |
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 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