+185.4%
ARM vs AVTR
-27.6%
+213.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.4% | -2.0% |
| 7D | -10.4% | -0.1% | -10.2% | -10.2% |
| 30D | -31.8% | -0.6% | -31.2% | -31.6% |
| 3M | -32.2% | +13.4% | -45.6% | -34.5% |
| 6M | -14.9% | +87.4% | -102.3% | -30.7% |
| YTD | +66.0% | +35.9% | +30.2% | +47.4% |
| 1Y | +17.2% | +35.4% | -18.2% | +3.8% |
| 3Y | +247.2% | -16.1% | +263.3% | +219.8% |
| All | +185.4% | -27.6% | +213.1% | +163.8% |
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 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