+7.7%
AVTR vs M
+54.5%
-46.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +3.2% | +0.6% | +2.6% | +3.0% |
| 30D | +0.5% | +7.0% | -6.5% | -0.8% |
| 3M | +12.1% | +3.1% | +9.0% | +11.2% |
| 6M | +91.2% | +33.5% | +57.7% | +81.1% |
| YTD | +36.3% | +13.4% | +22.9% | +32.1% |
| 1Y | +35.2% | +22.4% | +12.8% | +29.4% |
| 3Y | -15.8% | +150.9% | -166.7% | -29.9% |
| 5Y | -58.9% | -3.0% | -55.9% | -62.4% |
| All | +7.7% | +54.5% | -46.8% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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