+154.1%
AMAT vs AVTR
-58.7%
+212.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | +19.3% | +3.2% | +16.2% | +18.4% |
| 30D | -17.9% | +0.5% | -18.4% | -17.9% |
| 3M | -30.4% | +12.1% | -42.6% | -32.8% |
| 6M | -11.4% | +91.2% | -102.6% | -28.9% |
| YTD | +48.8% | +36.3% | +12.5% | +31.7% |
| 1Y | +66.0% | +35.2% | +30.8% | +47.0% |
| 3Y | +158.8% | -15.8% | +174.7% | +151.2% |
| All | +154.1% | -58.7% | +212.8% | +272.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling