+7.7%
AVTR vs IRM
+418.3%
-410.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.3% |
| 7D | +3.2% | +8.6% | -5.4% | +0.5% |
| 30D | +0.5% | 0.0% | +0.5% | +0.2% |
| 3M | +12.1% | -7.1% | +19.3% | +14.1% |
| 6M | +91.2% | -7.9% | +99.1% | +94.0% |
| YTD | +36.3% | +41.3% | -5.0% | +18.3% |
| 1Y | +35.2% | +20.7% | +14.5% | +23.7% |
| 3Y | -15.8% | +112.2% | -128.0% | -38.2% |
| 5Y | -58.9% | +191.2% | -250.1% | -73.0% |
| All | +7.7% | +418.3% | -410.6% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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