-59.2%
AVTR vs IRM
+186.8%
-246.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.5% |
| 7D | +0.5% | -5.3% | +5.8% | +2.2% |
| 30D | +1.5% | -2.3% | +3.9% | +2.1% |
| 3M | +14.2% | -7.4% | +21.7% | +16.6% |
| 6M | +97.4% | -12.2% | +109.6% | +104.1% |
| YTD | +37.3% | +38.6% | -1.4% | +16.3% |
| 1Y | +36.8% | +14.9% | +21.9% | +25.1% |
| 3Y | -15.2% | +108.2% | -123.4% | -44.1% |
| 5Y | -59.2% | +183.8% | -243.0% | -77.1% |
| All | -59.2% | +186.8% | -246.0% | -77.1% |
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 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