+3.2%
AVTR vs IRM
+424.6%
-421.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -2.0% |
| 7D | +2.7% | -0.5% | +3.1% | +2.8% |
| 30D | +12.1% | -8.1% | +20.1% | +14.9% |
| 3M | +57.2% | -9.7% | +66.9% | +61.3% |
| 6M | +73.1% | +10.0% | +63.1% | +65.4% |
| YTD | +30.6% | +43.0% | -12.4% | +13.4% |
| 1Y | +13.5% | +32.7% | -19.2% | +1.1% |
| 3Y | -31.0% | +102.7% | -133.7% | -48.3% |
| 5Y | -63.2% | +187.6% | -250.8% | -75.7% |
| All | +3.2% | +424.6% | -421.3% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling