+132.8%
AMAT vs AVTR
-17.4%
+150.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.3% | -10.3% | -13.0% |
| 7D | -24.3% | -9.2% | -15.1% | -23.0% |
| 30D | -39.8% | -1.9% | -37.9% | -39.6% |
| 3M | -40.2% | +13.3% | -53.5% | -41.6% |
| 6M | -22.1% | +88.1% | -110.2% | -33.0% |
| YTD | +24.7% | +32.1% | -7.4% | +15.3% |
| 1Y | +33.3% | +30.7% | +2.5% | +23.3% |
| All | +132.8% | -17.4% | +150.2% | +138.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling