+5.6%
AMT vs AVTR
+1.1%
+4.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.3% |
| 7D | +1.5% | +1.6% | -0.1% | +1.1% |
| 30D | +3.7% | +8.4% | -4.6% | +2.1% |
| 3M | -7.2% | +50.2% | -57.3% | -14.4% |
| 6M | -4.2% | +82.6% | -86.7% | -15.2% |
| YTD | +1.9% | +29.8% | -28.0% | -4.2% |
| 1Y | -6.4% | +16.0% | -22.3% | -11.2% |
| 3Y | +7.7% | -26.4% | +34.2% | +9.5% |
| 5Y | -30.9% | -64.5% | +33.6% | -17.8% |
| All | +5.6% | +1.1% | +4.6% | -4.0% |
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