-31.3%
AMT vs AVTR
-64.3%
+33.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.8% |
| 7D | -0.2% | +2.7% | -2.9% | -0.6% |
| 30D | +4.6% | +12.1% | -7.4% | +2.8% |
| 3M | -8.4% | +57.2% | -65.7% | -14.8% |
| 6M | -6.0% | +73.1% | -79.1% | -14.0% |
| YTD | +2.1% | +30.6% | -28.5% | -2.7% |
| 1Y | -6.4% | +13.5% | -19.9% | -9.7% |
| 3Y | +8.1% | -31.0% | +39.1% | +13.0% |
| All | -31.3% | -64.3% | +33.0% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling