+241.0%
AMGN vs AVTR
+5.6%
+235.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.7% |
| 6M | +40.3% | +97.5% | -57.2% | +23.8% |
| YTD | +45.2% | +35.6% | +9.6% | +36.1% |
| 1Y | +42.4% | +32.8% | +9.6% | +33.8% |
| 3Y | +91.0% | -16.5% | +107.5% | +89.4% |
| 5Y | +157.4% | -59.1% | +216.5% | +185.0% |
| All | +241.0% | +5.6% | +235.5% | +211.7% |
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