+3.2%
AVTR vs AME
+191.1%
-187.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -2.5% |
| 7D | +2.7% | +0.6% | +2.1% | +2.3% |
| 30D | +12.1% | -6.7% | +18.7% | +17.1% |
| 3M | +57.2% | +4.1% | +53.2% | +51.6% |
| 6M | +73.1% | +1.6% | +71.5% | +68.9% |
| YTD | +30.6% | +16.1% | +14.5% | +15.7% |
| 1Y | +13.5% | +27.3% | -13.8% | -6.1% |
| 3Y | -31.0% | +50.9% | -81.9% | -50.2% |
| 5Y | -63.2% | +81.4% | -144.6% | -77.2% |
| All | +3.2% | +191.1% | -187.8% | -55.2% |
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 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