+261.9%
AMD vs AVTR
-17.4%
+279.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.3% | -14.0% | -16.6% |
| 7D | -28.6% | -9.2% | -19.4% | -27.1% |
| 30D | -37.7% | -1.9% | -35.8% | -37.4% |
| 3M | -16.1% | +13.3% | -29.4% | -18.2% |
| 6M | +13.8% | +88.1% | -74.2% | -2.6% |
| YTD | +88.8% | +32.1% | +56.7% | +72.8% |
| 1Y | +57.8% | +30.7% | +27.0% | +44.5% |
| All | +261.9% | -17.4% | +279.2% | +294.3% |
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