-99.9%
AMIX vs AVTR
-29.6%
-70.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.8% | +9.0% | +11.4% |
| 7D | +1.2% | +1.9% | -0.7% | +0.9% |
| 30D | -45.3% | +1.5% | -46.9% | -45.4% |
| 3M | -83.1% | +17.1% | -100.1% | -83.5% |
| 6M | -76.9% | +91.5% | -168.3% | -76.9% |
| YTD | -85.3% | +38.8% | -124.1% | -85.6% |
| 1Y | -89.8% | +37.7% | -127.6% | -90.0% |
| All | -99.9% | -29.6% | -70.3% | -99.9% |
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