+160.1%
AMGN vs AVTR
-58.9%
+219.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.1% | +0.5% | +0.7% | +1.1% |
| 30D | +9.3% | -1.0% | +10.3% | +9.4% |
| 3M | +12.1% | +12.2% | -0.1% | +10.1% |
| 6M | +40.3% | +97.5% | -57.2% | +25.9% |
| YTD | +45.2% | +35.6% | +9.6% | +37.4% |
| 1Y | +42.4% | +32.8% | +9.6% | +35.1% |
| 3Y | +91.0% | -16.5% | +107.5% | +90.7% |
| All | +160.1% | -58.9% | +219.1% | +180.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling