+30.7%
AVTR vs MKC
-18.8%
+49.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.4% | -3.2% |
| 7D | -9.2% | +7.0% | -16.2% | -9.8% |
| 30D | -1.9% | +11.4% | -13.3% | -2.9% |
| 3M | +13.3% | -3.7% | +17.0% | +13.6% |
| 6M | +88.1% | +5.3% | +82.8% | +85.9% |
| YTD | +32.1% | -24.4% | +56.5% | +33.6% |
| 1Y | +30.7% | -19.7% | +50.4% | +25.5% |
| All | +30.7% | -18.8% | +49.6% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling