+7.7%
AVTR vs AME
+195.6%
-187.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.1% |
| 7D | +3.2% | +8.1% | -4.9% | -2.0% |
| 30D | +0.5% | -3.8% | +4.2% | +2.6% |
| 3M | +12.1% | -6.6% | +18.8% | +16.3% |
| 6M | +91.2% | +4.6% | +86.6% | +82.3% |
| YTD | +36.3% | +17.9% | +18.4% | +18.6% |
| 1Y | +35.2% | +23.2% | +12.0% | +14.1% |
| 3Y | -15.8% | +62.9% | -78.8% | -42.8% |
| 5Y | -58.9% | +77.5% | -136.4% | -74.2% |
| All | +7.7% | +195.6% | -187.9% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling