+214.2%
ARM vs AVTR
-27.4%
+241.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +19.8% | +3.2% | +16.7% | +19.0% |
| 30D | -21.8% | +0.5% | -22.2% | -21.7% |
| 3M | -26.5% | +12.1% | -38.6% | -28.7% |
| 6M | -3.9% | +91.2% | -95.1% | -22.2% |
| YTD | +82.8% | +36.3% | +46.5% | +62.2% |
| 1Y | +34.3% | +35.2% | -0.9% | +19.1% |
| 3Y | +282.2% | -15.8% | +298.0% | +251.8% |
| All | +214.2% | -27.4% | +241.6% | +190.3% |
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