+7.7%
AVTR vs TRMB
+37.6%
-29.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +3.2% | +4.1% | -0.9% | +1.1% |
| 30D | +0.5% | -7.0% | +7.4% | +2.6% |
| 3M | +12.1% | -0.9% | +13.1% | +10.3% |
| 6M | +91.2% | -1.2% | +92.4% | +87.2% |
| YTD | +36.3% | -28.7% | +65.0% | +58.0% |
| 1Y | +35.2% | -32.1% | +67.3% | +60.5% |
| 3Y | -15.8% | +33.4% | -49.2% | -32.4% |
| 5Y | -58.9% | -35.6% | -23.3% | -52.0% |
| All | +7.7% | +37.6% | -29.9% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling