-63.5%
AVTR vs AME
+85.0%
-148.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +7.4% | +2.8% | +4.6% | +5.7% |
| 30D | +12.2% | -6.3% | +18.5% | +16.4% |
| 3M | +57.4% | +5.4% | +52.0% | +50.9% |
| 6M | +86.7% | +7.4% | +79.2% | +76.0% |
| YTD | +33.1% | +16.2% | +16.9% | +18.8% |
| 1Y | +16.1% | +26.8% | -10.7% | -2.3% |
| 3Y | -24.6% | +57.5% | -82.1% | -46.2% |
| 5Y | -63.5% | +84.8% | -148.3% | -77.6% |
| All | -63.5% | +85.0% | -148.5% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling