+6.7%
AVTR vs AMBA
+25.8%
-19.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.1% | -3.9% | +0.9% |
| 7D | -3.6% | -7.2% | +3.6% | -2.2% |
| 30D | +0.8% | -10.4% | +11.2% | +2.9% |
| 3M | +17.4% | -30.1% | +47.5% | +25.5% |
| 6M | +83.5% | -22.4% | +105.9% | +84.6% |
| YTD | +35.0% | -17.3% | +52.3% | +32.2% |
| 1Y | +36.7% | -35.4% | +72.1% | +40.6% |
| 3Y | -15.3% | +18.6% | -33.9% | -29.4% |
| 5Y | -59.5% | -69.8% | +10.3% | -57.1% |
| All | +6.7% | +25.8% | -19.1% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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