-15.3%
AVTR vs M
+100.8%
-116.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +3.2% |
| 7D | -3.6% | -4.3% | +0.7% | -2.8% |
| 30D | +0.8% | +1.3% | -0.5% | +0.3% |
| 3M | +17.4% | -7.4% | +24.7% | +18.9% |
| 6M | +83.5% | +18.3% | +65.2% | +74.7% |
| YTD | +35.0% | +7.6% | +27.4% | +30.6% |
| 1Y | +36.7% | +17.4% | +19.3% | +29.4% |
| 3Y | -15.3% | +108.4% | -123.7% | -31.0% |
| All | -15.3% | +100.8% | -116.2% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling