+357.3%
AMD vs AVTR
-16.2%
+373.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.2% | -8.6% |
| 7D | +18.9% | +0.5% | +18.5% | +18.9% |
| 30D | -6.4% | -1.0% | -5.4% | -6.0% |
| 3M | +10.6% | +12.2% | -1.6% | +8.2% |
| 6M | +19.9% | +97.5% | -77.6% | +1.5% |
| YTD | +149.4% | +35.6% | +113.8% | +127.3% |
| 1Y | +115.4% | +32.8% | +82.6% | +96.9% |
| 3Y | +357.3% | -16.5% | +373.8% | +410.8% |
| All | +357.3% | -16.2% | +373.5% | +410.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling