+153.3%
AMAT vs AVTR
-16.2%
+169.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | +11.4% | +0.5% | +10.9% | +11.3% |
| 30D | -17.0% | -1.0% | -16.0% | -16.8% |
| 3M | -30.6% | +12.2% | -42.8% | -32.1% |
| 6M | -14.9% | +97.5% | -112.4% | -27.4% |
| YTD | +44.7% | +35.6% | +9.1% | +33.3% |
| 1Y | +66.9% | +32.8% | +34.1% | +54.2% |
| 3Y | +153.3% | -16.5% | +169.8% | +159.4% |
| All | +153.3% | -16.2% | +169.5% | +159.4% |
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