-16.5%
AVTR vs AME
+64.2%
-80.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | +0.5% | +5.9% | -5.4% | -2.3% |
| 30D | -1.0% | -1.9% | +0.9% | -0.3% |
| 3M | +12.2% | -5.4% | +17.6% | +14.8% |
| 6M | +97.5% | +4.9% | +92.5% | +89.5% |
| YTD | +35.6% | +18.5% | +17.1% | +19.8% |
| 1Y | +32.8% | +25.5% | +7.4% | +13.2% |
| 3Y | -16.5% | +63.0% | -79.5% | -40.2% |
| All | -16.5% | +64.2% | -80.7% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling