+2.6%
AVTR vs GME
+855.0%
-852.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | -2.0% | +6.0% | -8.1% | -2.2% |
| 30D | +8.1% | +8.3% | -0.3% | +7.9% |
| 3M | +54.2% | -9.1% | +63.3% | +54.5% |
| 6M | +82.6% | -16.3% | +98.9% | +83.2% |
| YTD | +29.8% | +1.5% | +28.3% | +29.8% |
| 1Y | +18.0% | -16.3% | +34.3% | +18.4% |
| 3Y | -26.4% | +15.1% | -41.6% | -28.4% |
| 5Y | -64.8% | -57.2% | -7.7% | -65.6% |
| All | +2.6% | +855.0% | -852.4% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling