-25.3%
AVTR vs MTB
+113.0%
-138.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | +7.4% | +2.8% | +4.6% | +6.0% |
| 30D | +12.2% | -4.2% | +16.4% | +14.4% |
| 3M | +57.4% | +7.8% | +49.6% | +50.9% |
| 6M | +86.7% | +14.8% | +71.8% | +73.0% |
| YTD | +33.1% | +20.8% | +12.3% | +20.1% |
| 1Y | +16.1% | +23.1% | -7.0% | +3.6% |
| All | -25.3% | +113.0% | -138.2% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling