+2.6%
AVTR vs TRMB
+40.1%
-37.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | -2.0% | -5.4% | +3.4% | +0.9% |
| 30D | +8.1% | -2.0% | +10.0% | +9.0% |
| 3M | +54.2% | +12.3% | +41.9% | +44.1% |
| 6M | +82.6% | -17.6% | +100.2% | +100.0% |
| YTD | +29.8% | -27.5% | +57.3% | +52.2% |
| 1Y | +18.0% | -29.1% | +47.1% | +39.8% |
| 3Y | -26.4% | +11.5% | -37.9% | -34.1% |
| 5Y | -64.8% | -39.5% | -25.4% | -56.5% |
| All | +2.6% | +40.1% | -37.4% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TRMB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling