+187.9%
AMGN vs AVTR
+3.6%
+184.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.9% | -11.9% | -10.4% |
| 7D | -10.3% | +7.4% | -17.7% | -11.4% |
| 30D | -3.8% | +12.2% | -16.0% | -5.7% |
| 3M | +14.4% | +57.4% | -43.0% | +5.3% |
| 6M | +7.8% | +86.7% | -78.8% | -4.0% |
| YTD | +22.6% | +33.1% | -10.5% | +15.4% |
| 1Y | +44.2% | +16.1% | +28.1% | +37.5% |
| 3Y | +65.8% | -24.6% | +90.4% | +67.3% |
| 5Y | +108.0% | -63.5% | +171.5% | +135.3% |
| All | +187.9% | +3.6% | +184.3% | +164.4% |
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