+7.0%
AMT vs AVTR
-27.6%
+34.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.9% |
| 7D | -0.2% | +2.7% | -2.9% | -0.4% |
| 30D | +4.6% | +12.1% | -7.4% | +3.6% |
| 3M | -8.4% | +57.2% | -65.7% | -11.8% |
| 6M | -6.0% | +73.1% | -79.1% | -10.2% |
| YTD | +2.1% | +30.6% | -28.5% | -0.5% |
| 1Y | -6.4% | +13.5% | -19.9% | -8.0% |
| All | +7.0% | -27.6% | +34.6% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling