-63.5%
AVTR vs IRM
+192.5%
-256.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.1% |
| 7D | +7.4% | +1.6% | +5.8% | +6.7% |
| 30D | +12.2% | -4.2% | +16.4% | +13.6% |
| 3M | +57.4% | -5.4% | +62.7% | +59.0% |
| 6M | +86.7% | +12.0% | +74.6% | +75.5% |
| YTD | +33.1% | +42.0% | -9.0% | +12.9% |
| 1Y | +16.1% | +29.9% | -13.7% | +2.1% |
| 3Y | -24.6% | +104.4% | -129.0% | -48.5% |
| 5Y | -63.5% | +191.0% | -254.5% | -78.4% |
| All | -63.5% | +192.5% | -256.0% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling