-30.0%
AVTR vs MULL
+2,481.0%
-2,511.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.0% |
| 7D | +7.4% | +14.0% | -6.6% | +6.7% |
| 30D | +12.2% | +24.8% | -12.6% | +10.9% |
| 3M | +57.4% | -16.1% | +73.5% | +55.1% |
| 6M | +86.7% | +330.9% | -244.2% | +57.4% |
| YTD | +33.1% | +545.0% | -511.9% | +4.6% |
| 1Y | +16.1% | +2,427.1% | -2,411.0% | -25.3% |
| All | -30.0% | +2,481.0% | -2,511.1% | -59.7% |
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