-55.8%
AVTR vs MNDY
-49.8%
-5.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.4% | -0.7% |
| 7D | -1.1% | -4.6% | +3.6% | -0.6% |
| 30D | +6.3% | +1.0% | +5.3% | +5.9% |
| 3M | +53.3% | +9.1% | +44.2% | +50.9% |
| 6M | +78.6% | +14.2% | +64.4% | +73.7% |
| YTD | +29.2% | -41.1% | +70.4% | +35.4% |
| 1Y | +13.8% | -54.7% | +68.6% | +22.8% |
| 3Y | -27.4% | -50.6% | +23.1% | -25.7% |
| 5Y | -65.0% | -76.7% | +11.6% | -65.3% |
| All | -55.8% | -49.8% | -5.9% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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