-28.7%
AVTR vs MULL
+1,230.7%
-1,259.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | -0.3% |
| 7D | +0.5% | +24.5% | -24.1% | -0.6% |
| 30D | -1.0% | -35.5% | +34.5% | +0.1% |
| 3M | +12.2% | -44.8% | +57.0% | +13.7% |
| 6M | +97.5% | -45.5% | +142.9% | +92.7% |
| YTD | +35.6% | +232.5% | -196.9% | +8.6% |
| 1Y | +32.8% | +343.3% | -310.4% | +1.6% |
| All | -28.7% | +1,230.7% | -1,259.4% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling