-64.5%
AVTR vs TRMB
-39.0%
-25.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.3% |
| 7D | +1.6% | -2.9% | +4.5% | +3.0% |
| 30D | +8.4% | -1.8% | +10.2% | +9.2% |
| 3M | +50.2% | +8.4% | +41.7% | +43.8% |
| 6M | +82.6% | -18.5% | +101.1% | +99.6% |
| YTD | +29.8% | -26.7% | +56.6% | +49.3% |
| 1Y | +16.0% | -28.3% | +44.3% | +34.6% |
| 3Y | -26.4% | +12.6% | -39.0% | -32.8% |
| 5Y | -64.5% | -38.7% | -25.8% | -53.6% |
| All | -64.5% | -39.0% | -25.5% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling