-97.2%
AMC vs AVTR
+8.1%
-105.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.4% | +7.3% |
| 7D | +6.6% | +1.9% | +4.7% | +6.1% |
| 30D | +14.1% | +1.5% | +12.6% | +13.5% |
| 3M | +31.3% | +17.1% | +14.2% | +24.4% |
| 6M | +126.7% | +91.5% | +35.2% | +79.4% |
| YTD | +117.9% | +38.8% | +79.1% | +91.6% |
| 1Y | +41.1% | +37.7% | +3.3% | +24.1% |
| 3Y | -61.0% | -13.5% | -47.5% | -62.8% |
| 5Y | -99.1% | -59.3% | -39.8% | -99.0% |
| All | -97.2% | +8.1% | -105.3% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling