+3.2%
AVTR vs AMCR
+6.0%
-2.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +2.7% | -1.9% | +4.5% | +3.7% |
| 30D | +12.1% | -4.1% | +16.1% | +14.6% |
| 3M | +57.2% | +21.7% | +35.6% | +40.2% |
| 6M | +73.1% | +1.5% | +71.6% | +69.8% |
| YTD | +30.6% | +13.1% | +17.5% | +18.8% |
| 1Y | +13.5% | +13.0% | +0.5% | +4.1% |
| 3Y | -31.0% | +6.9% | -37.9% | -35.7% |
| 5Y | -63.2% | -10.5% | -52.8% | -62.5% |
| All | +3.2% | +6.0% | -2.8% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling