-99.9%
AMIX vs AVTR
-31.1%
-68.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.1% | +11.0% | +9.2% |
| 7D | +11.4% | -0.1% | +11.6% | +11.5% |
| 30D | -40.5% | -0.6% | -39.9% | -40.4% |
| 3M | -80.1% | +13.4% | -93.5% | -80.5% |
| 6M | -74.8% | +87.4% | -162.2% | -74.8% |
| YTD | -84.0% | +35.9% | -119.8% | -84.2% |
| 1Y | -89.7% | +35.4% | -125.1% | -89.8% |
| All | -99.9% | -31.1% | -68.8% | -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