+43.3%
AMAT vs AVTR
+35.2%
+8.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +4.1% |
| 7D | -14.7% | -3.6% | -11.1% | -14.6% |
| 30D | -36.1% | +0.8% | -36.9% | -36.0% |
| 3M | -36.9% | +17.4% | -54.2% | -37.0% |
| 6M | -22.2% | +83.5% | -105.7% | -29.3% |
| YTD | +29.9% | +35.0% | -5.1% | +21.1% |
| 1Y | +43.3% | +36.7% | +6.6% | +32.0% |
| All | +43.3% | +35.2% | +8.0% | +32.0% |
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