+7.2%
AVTR vs MTB
+72.7%
-65.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +0.5% | +1.5% | -1.1% | 0.0% |
| 30D | -1.0% | +2.3% | -3.4% | -1.7% |
| 3M | +12.2% | -12.1% | +24.3% | +16.7% |
| 6M | +97.5% | +9.8% | +87.6% | +90.9% |
| YTD | +35.6% | +12.0% | +23.6% | +30.2% |
| 1Y | +32.8% | +22.0% | +10.8% | +24.2% |
| 3Y | -16.5% | +107.6% | -124.1% | -33.4% |
| 5Y | -59.1% | +61.9% | -121.0% | -65.7% |
| All | +7.2% | +72.7% | -65.6% | -14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling