+1,749.4%
AMD vs AVTR
+8.1%
+1,741.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.8% | +10.4% | +12.2% |
| 7D | +8.9% | +1.9% | +7.0% | +8.6% |
| 30D | -16.4% | +1.5% | -17.9% | -16.5% |
| 3M | +5.2% | +17.1% | -11.9% | -0.7% |
| 6M | +11.7% | +91.5% | -79.7% | -14.7% |
| YTD | +137.5% | +38.8% | +98.6% | +103.0% |
| 1Y | +117.8% | +37.7% | +80.0% | +85.9% |
| 3Y | +348.1% | -13.5% | +361.6% | +325.0% |
| 5Y | +241.5% | -59.3% | +300.8% | +356.2% |
| All | +1,749.4% | +8.1% | +1,741.3% | +1,564.0% |
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 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