+1,910.5%
AMD vs AVTR
+6.9%
+1,903.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +6.9% |
| 7D | +13.1% | +0.5% | +12.6% | +13.3% |
| 30D | -7.0% | +1.5% | -8.5% | -7.1% |
| 3M | +16.6% | +14.2% | +2.3% | +11.0% |
| 6M | +20.5% | +97.4% | -76.9% | -9.0% |
| YTD | +158.2% | +37.3% | +120.9% | +121.6% |
| 1Y | +132.8% | +36.8% | +96.0% | +99.2% |
| 3Y | +366.2% | -15.2% | +381.5% | +345.9% |
| 5Y | +278.7% | -59.2% | +337.8% | +404.5% |
| All | +1,910.5% | +6.9% | +1,903.7% | +1,716.7% |
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