+334.4%
AMD vs AVTR
-15.3%
+349.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.6% | +14.1% | +14.6% |
| 7D | +6.5% | -0.1% | +6.6% | +6.7% |
| 30D | -15.3% | -0.6% | -14.6% | -15.0% |
| 3M | +9.7% | +13.4% | -3.7% | +7.1% |
| 6M | +13.2% | +87.4% | -74.2% | -3.1% |
| YTD | +140.6% | +35.9% | +104.7% | +119.1% |
| 1Y | +111.2% | +35.4% | +75.8% | +92.1% |
| 3Y | +334.4% | -16.1% | +350.6% | +380.9% |
| All | +334.4% | -15.3% | +349.8% | +380.9% |
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