+214.0%
ARM vs AVTR
-17.4%
+231.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.3% | -9.8% | -12.3% |
| 7D | -27.1% | -9.2% | -17.9% | -25.3% |
| 30D | -44.9% | -1.9% | -43.0% | -44.6% |
| 3M | -39.3% | +13.3% | -52.6% | -41.3% |
| 6M | -20.2% | +88.1% | -108.2% | -34.8% |
| YTD | +52.5% | +32.1% | +20.4% | +36.6% |
| 1Y | +4.1% | +30.7% | -26.7% | -6.8% |
| All | +214.0% | -17.4% | +231.3% | +185.6% |
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