+13.5%
AVTR vs MTB
+23.4%
-9.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +2.7% | +1.7% | +0.9% | +2.1% |
| 30D | +12.1% | -4.2% | +16.2% | +13.6% |
| 3M | +57.2% | +8.9% | +48.4% | +50.5% |
| 6M | +73.1% | +10.9% | +62.2% | +63.0% |
| YTD | +30.6% | +21.5% | +9.1% | +19.8% |
| 1Y | +13.5% | +21.9% | -8.4% | -6.5% |
| All | +13.5% | +23.4% | -9.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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