+200.3%
AXP vs AVTR
+8.1%
+192.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.2% |
| 7D | -1.1% | +1.9% | -3.0% | -1.7% |
| 30D | +5.2% | +1.5% | +3.7% | +4.6% |
| 3M | -4.6% | +17.1% | -21.6% | -9.4% |
| 6M | +3.2% | +91.5% | -88.2% | -17.1% |
| YTD | -11.3% | +38.8% | -50.2% | -21.8% |
| 1Y | -11.0% | +37.7% | -48.8% | -21.4% |
| 3Y | +120.2% | -13.5% | +133.6% | +113.5% |
| 5Y | +91.7% | -59.3% | +151.0% | +135.5% |
| All | +200.3% | +8.1% | +192.2% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 10y: compounded portfolio wealth divided by compounded AVTR 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…
10y analysis · Full analysis span regression · 6 months rolling