+296.4%
ARM vs AVTR
-30.4%
+326.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.4% | +4.3% |
| 7D | +5.5% | +2.7% | +2.8% | +4.7% |
| 30D | -8.2% | +12.1% | -20.2% | -10.9% |
| 3M | -35.9% | +57.2% | -93.2% | -44.8% |
| 6M | +103.1% | +73.1% | +30.1% | +68.9% |
| YTD | +130.6% | +30.6% | +100.0% | +107.1% |
| 1Y | +86.1% | +13.5% | +72.6% | +70.2% |
| All | +296.4% | -30.4% | +326.9% | +270.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling