-24.6%
AVTR vs AME
+55.3%
-79.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +7.4% | +2.8% | +4.6% | +5.9% |
| 30D | +12.2% | -6.3% | +18.5% | +15.9% |
| 3M | +57.4% | +5.4% | +52.0% | +51.3% |
| 6M | +86.7% | +7.4% | +79.2% | +76.7% |
| YTD | +33.1% | +16.2% | +16.9% | +19.5% |
| 1Y | +16.1% | +26.8% | -10.7% | -1.3% |
| 3Y | -24.6% | +57.5% | -82.1% | -46.5% |
| All | -24.6% | +55.3% | -79.9% | -46.5% |
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