-27.1%
AVTR vs GME
+11.4%
-38.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.3% | -7.7% | -2.6% |
| 7D | +1.6% | +4.8% | -3.3% | +1.4% |
| 30D | +8.4% | +5.9% | +2.5% | +8.2% |
| 3M | +50.2% | -10.7% | +60.9% | +50.6% |
| 6M | +82.6% | -19.8% | +102.4% | +83.6% |
| YTD | +29.8% | -0.9% | +30.8% | +30.0% |
| 1Y | +16.0% | -15.7% | +31.7% | +16.5% |
| All | -27.1% | +11.4% | -38.5% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling