+170.1%
AMAT vs AVTR
-15.2%
+185.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.0% | +5.9% |
| 7D | +7.0% | +0.5% | +6.4% | +7.0% |
| 30D | -20.6% | +1.5% | -22.1% | -20.7% |
| 3M | -24.8% | +14.2% | -39.0% | -26.6% |
| 6M | -10.7% | +97.4% | -108.1% | -23.8% |
| YTD | +54.3% | +37.3% | +17.0% | +41.8% |
| 1Y | +73.7% | +36.8% | +36.9% | +59.5% |
| All | +170.1% | -15.2% | +185.3% | +176.0% |
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 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