-31.7%
AVTR vs MULL
+2,366.2%
-2,397.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.3% | +9.3% | +0.4% |
| 7D | -2.0% | +3.6% | -5.6% | -2.3% |
| 30D | +8.1% | +22.0% | -14.0% | +6.8% |
| 3M | +54.2% | -8.6% | +62.8% | +50.9% |
| 6M | +82.6% | +248.5% | -165.9% | +56.6% |
| YTD | +29.8% | +516.3% | -486.4% | +2.2% |
| 1Y | +18.0% | +2,036.6% | -2,018.6% | -22.8% |
| All | -31.7% | +2,366.2% | -2,397.9% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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