+1,532.9%
AMD vs AVTR
+5.1%
+1,527.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.2% | +8.9% | +10.2% |
| 7D | -11.0% | -3.6% | -7.4% | -9.5% |
| 30D | -30.5% | +0.8% | -31.3% | -30.5% |
| 3M | -8.2% | +17.4% | -25.6% | -13.6% |
| 6M | +6.6% | +83.5% | -76.9% | -17.4% |
| YTD | +109.7% | +35.0% | +74.7% | +80.9% |
| 1Y | +88.9% | +36.7% | +52.2% | +61.4% |
| 3Y | +301.8% | -15.3% | +317.2% | +283.4% |
| 5Y | +229.4% | -59.5% | +288.8% | +339.9% |
| All | +1,532.9% | +5.1% | +1,527.8% | +1,383.0% |
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