-97.4%
AMC vs AVTR
+5.1%
-102.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.2% | +1.2% |
| 7D | +2.6% | -3.6% | +6.2% | +3.9% |
| 30D | +9.0% | +0.8% | +8.2% | +8.7% |
| 3M | +22.2% | +17.4% | +4.8% | +15.6% |
| 6M | +91.5% | +83.5% | +8.0% | +53.6% |
| YTD | +101.3% | +35.0% | +66.3% | +78.5% |
| 1Y | +20.8% | +36.7% | -15.9% | +6.4% |
| 3Y | -71.3% | -15.3% | -56.0% | -72.5% |
| 5Y | -99.2% | -59.5% | -39.8% | -99.1% |
| All | -97.4% | +5.1% | -102.5% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling