+5.2%
AVTR vs M
+41.4%
-36.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.3% |
| 7D | +7.4% | +2.4% | +5.0% | +7.0% |
| 30D | +12.2% | -11.6% | +23.8% | +14.4% |
| 3M | +57.4% | +1.6% | +55.8% | +56.4% |
| 6M | +86.7% | +25.2% | +61.4% | +79.2% |
| YTD | +33.1% | +3.8% | +29.3% | +31.3% |
| 1Y | +16.1% | +36.3% | -20.2% | +9.5% |
| 3Y | -24.6% | +116.3% | -141.0% | -35.7% |
| 5Y | -63.5% | +28.2% | -91.7% | -67.8% |
| All | +5.2% | +41.4% | -36.2% | -9.6% |
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