-20.3%
AMT vs AVTR
-60.1%
+39.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.0% |
| 7D | +0.5% | -3.6% | +4.2% | +1.1% |
| 30D | +13.6% | +0.8% | +12.8% | +13.4% |
| 3M | +11.5% | +17.4% | -5.9% | +8.5% |
| 6M | +6.9% | +83.5% | -76.6% | -3.1% |
| YTD | +10.8% | +35.0% | -24.2% | +4.8% |
| 1Y | +10.3% | +36.7% | -26.3% | +3.9% |
| 3Y | +12.4% | -15.3% | +27.7% | +10.9% |
| All | -20.3% | -60.1% | +39.8% | -2.4% |
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