-64.5%
AVTR vs MTB
+103.4%
-167.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | +1.6% | +1.1% | +0.5% | +1.2% |
| 30D | +8.4% | -4.6% | +13.0% | +10.2% |
| 3M | +50.2% | +6.3% | +43.9% | +46.3% |
| 6M | +82.6% | +15.6% | +67.0% | +72.3% |
| YTD | +29.8% | +20.6% | +9.3% | +20.5% |
| 1Y | +16.0% | +22.5% | -6.6% | +6.9% |
| 3Y | -26.4% | +114.4% | -140.9% | -43.5% |
| 5Y | -64.5% | +101.9% | -166.4% | -70.5% |
| All | -64.5% | +103.4% | -167.9% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling