+5.2%
AVTR vs AMCR
+7.4%
-2.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.9% |
| 7D | +7.4% | -1.8% | +9.2% | +8.5% |
| 30D | +12.2% | -6.0% | +18.2% | +16.1% |
| 3M | +57.4% | +18.9% | +38.5% | +42.2% |
| 6M | +86.7% | +5.7% | +81.0% | +78.9% |
| YTD | +33.1% | +11.1% | +22.0% | +22.2% |
| 1Y | +16.1% | +14.4% | +1.7% | +5.6% |
| 3Y | -24.6% | +13.0% | -37.6% | -32.1% |
| 5Y | -63.5% | -7.5% | -55.9% | -63.4% |
| All | +5.2% | +7.4% | -2.2% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling