+176.4%
AMGN vs AVTR
+0.6%
+175.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.3% |
| 7D | -13.7% | -1.1% | -12.6% | -13.6% |
| 30D | -8.8% | +6.3% | -15.1% | -9.8% |
| 3M | +7.2% | +53.3% | -46.1% | -0.9% |
| 6M | +1.3% | +78.6% | -77.4% | -9.1% |
| YTD | +17.6% | +29.2% | -11.6% | +11.3% |
| 1Y | +37.2% | +13.8% | +23.3% | +31.2% |
| 3Y | +57.7% | -27.4% | +85.2% | +60.2% |
| 5Y | +106.3% | -65.0% | +171.3% | +135.1% |
| All | +176.4% | +0.6% | +175.8% | +155.0% |
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