+3.2%
AVTR vs GME
+797.4%
-794.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | +2.7% | +7.2% | -4.5% | +2.5% |
| 30D | +12.1% | +0.8% | +11.3% | +12.0% |
| 3M | +57.2% | -14.0% | +71.2% | +57.8% |
| 6M | +73.1% | -19.7% | +92.8% | +73.8% |
| YTD | +30.6% | -4.6% | +35.2% | +30.7% |
| 1Y | +13.5% | -14.3% | +27.8% | +13.8% |
| 3Y | -31.0% | +4.0% | -35.0% | -32.7% |
| 5Y | -63.2% | -62.2% | -1.0% | -64.0% |
| All | +3.2% | +797.4% | -794.2% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling