+242.8%
AMGN vs AVTR
+6.9%
+236.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -2.2% | +0.5% | -2.7% | -2.2% |
| 30D | +12.1% | +1.5% | +10.6% | +11.8% |
| 3M | +13.6% | +14.2% | -0.6% | +10.9% |
| 6M | +43.9% | +97.4% | -53.4% | +27.0% |
| YTD | +45.9% | +37.3% | +8.7% | +36.5% |
| 1Y | +42.1% | +36.8% | +5.4% | +32.9% |
| 3Y | +91.6% | -15.2% | +106.8% | +89.4% |
| 5Y | +158.5% | -59.2% | +217.7% | +186.4% |
| All | +242.8% | +6.9% | +236.0% | +212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling