-31.7%
AVTR vs MULL
+2,620.5%
-2,652.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.4% | -7.8% | -2.7% |
| 7D | +1.6% | +14.8% | -13.2% | +0.9% |
| 30D | +8.4% | +36.6% | -28.2% | +6.6% |
| 3M | +50.2% | -8.9% | +59.0% | +47.3% |
| 6M | +82.6% | +311.9% | -229.4% | +54.9% |
| YTD | +29.8% | +579.8% | -550.0% | +1.8% |
| 1Y | +16.0% | +2,421.5% | -2,405.6% | -25.1% |
| All | -31.7% | +2,620.5% | -2,652.2% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling