+111.1%
AXP vs AVTR
-31.1%
+142.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | -2.1% | +2.7% | -4.8% | -2.7% |
| 30D | -6.5% | +12.1% | -18.6% | -9.1% |
| 3M | +4.6% | +57.2% | -52.6% | -7.2% |
| 6M | +5.4% | +73.1% | -67.6% | -9.1% |
| YTD | -11.1% | +30.6% | -41.7% | -18.2% |
| 1Y | -0.3% | +13.5% | -13.8% | -6.8% |
| All | +111.1% | -31.1% | +142.2% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling