+2.6%
AVTR vs AME
+186.8%
-184.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | -2.0% | 0.0% | -2.1% | -2.1% |
| 30D | +8.1% | -8.6% | +16.7% | +14.5% |
| 3M | +54.2% | +5.8% | +48.4% | +47.0% |
| 6M | +82.6% | +3.8% | +78.7% | +75.4% |
| YTD | +29.8% | +14.4% | +15.4% | +16.1% |
| 1Y | +18.0% | +25.8% | -7.8% | -1.6% |
| 3Y | -26.4% | +55.2% | -81.6% | -48.0% |
| 5Y | -64.8% | +85.5% | -150.4% | -78.6% |
| All | +2.6% | +186.8% | -184.2% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling