+247.2%
ARM vs AVTR
-15.3%
+262.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.4% | -2.1% |
| 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% | -34.4% |
| 6M | -14.9% | +87.4% | -102.3% | -30.4% |
| YTD | +66.0% | +35.9% | +30.2% | +47.8% |
| 1Y | +17.2% | +35.4% | -18.2% | +4.1% |
| 3Y | +247.2% | -16.1% | +263.3% | +229.4% |
| All | +247.2% | -15.3% | +262.6% | +229.4% |
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 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