-11.2%
AXP vs AVTR
+35.2%
-46.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.7% |
| 7D | +0.6% | -3.6% | +4.2% | +1.3% |
| 30D | +5.8% | +0.8% | +5.0% | +5.5% |
| 3M | -6.0% | +17.4% | -23.4% | -9.5% |
| 6M | +0.3% | +83.5% | -83.2% | -16.1% |
| YTD | -12.3% | +35.0% | -47.2% | -20.5% |
| 1Y | -11.2% | +36.7% | -47.9% | -20.1% |
| All | -11.2% | +35.2% | -46.5% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling