+228.9%
ARM vs AVTR
-15.6%
+244.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.6% | +4.2% |
| 7D | -15.2% | -3.6% | -11.6% | -14.4% |
| 30D | -40.7% | +0.8% | -41.5% | -40.7% |
| 3M | -39.1% | +17.4% | -56.5% | -41.6% |
| 6M | -26.4% | +83.5% | -109.9% | -39.5% |
| YTD | +59.7% | +35.0% | +24.8% | +42.4% |
| 1Y | +10.3% | +36.7% | -26.3% | -2.4% |
| 3Y | +228.9% | -15.3% | +244.2% | +197.6% |
| All | +228.9% | -15.6% | +244.4% | +197.6% |
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