+5.2%
AVTR vs MDY
+117.3%
-112.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.5% |
| 7D | +7.4% | +1.0% | +6.4% | +6.4% |
| 30D | +12.2% | -3.1% | +15.3% | +15.6% |
| 3M | +57.4% | +1.8% | +55.5% | +54.3% |
| 6M | +86.7% | +10.8% | +75.9% | +69.3% |
| YTD | +33.1% | +14.4% | +18.6% | +17.4% |
| 1Y | +16.1% | +15.2% | +0.9% | +2.3% |
| 3Y | -24.6% | +51.2% | -75.8% | -47.6% |
| 5Y | -63.5% | +47.2% | -110.7% | -74.2% |
| All | +5.2% | +117.3% | -112.2% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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