+18.0%
AVTR vs MTB
+22.5%
-4.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | +8.1% | -4.6% | +12.7% | +9.7% |
| 3M | +54.2% | +7.4% | +46.8% | +48.4% |
| 6M | +82.6% | +18.7% | +63.9% | +67.5% |
| YTD | +29.8% | +21.1% | +8.8% | +19.1% |
| 1Y | +18.0% | +24.1% | -6.1% | +0.5% |
| All | +18.0% | +22.5% | -4.5% | +0.5% |
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