-26.4%
ARM vs AVTR
+84.2%
-110.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.6% | +4.7% |
| 7D | -15.2% | -3.6% | -11.6% | -15.3% |
| 30D | -40.7% | +0.8% | -41.5% | -40.4% |
| 3M | -39.1% | +17.4% | -56.5% | -38.5% |
| 6M | -26.4% | +83.5% | -109.9% | -39.4% |
| All | -26.4% | +84.2% | -110.6% | -39.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling