+116.7%
AXP vs AVTR
-15.3%
+132.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.2% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +5.0% | -0.6% | +5.6% | +5.0% |
| 3M | -4.2% | +13.4% | -17.7% | -7.2% |
| 6M | +2.9% | +87.4% | -84.4% | -12.8% |
| YTD | -11.6% | +35.9% | -47.4% | -19.4% |
| 1Y | -11.1% | +35.4% | -46.5% | -19.0% |
| 3Y | +116.7% | -16.1% | +132.8% | +109.5% |
| All | +116.7% | -15.3% | +132.1% | +109.5% |
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