+1,773.5%
AMD vs AVTR
+5.8%
+1,767.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.6% | +14.1% | +14.5% |
| 7D | +6.5% | -0.1% | +6.6% | +6.9% |
| 30D | -15.3% | -0.6% | -14.6% | -14.8% |
| 3M | +9.7% | +13.4% | -3.7% | +4.7% |
| 6M | +13.2% | +87.4% | -74.2% | -12.9% |
| YTD | +140.6% | +35.9% | +104.7% | +107.1% |
| 1Y | +111.2% | +35.4% | +75.8% | +81.3% |
| 3Y | +334.4% | -16.1% | +350.6% | +316.8% |
| 5Y | +268.3% | -59.4% | +327.7% | +391.2% |
| All | +1,773.5% | +5.8% | +1,767.7% | +1,598.0% |
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