+197.2%
AXP vs AVTR
+5.1%
+192.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.9% |
| 7D | +0.6% | -3.6% | +4.2% | +1.7% |
| 30D | +5.8% | +0.8% | +5.0% | +5.4% |
| 3M | -6.0% | +17.4% | -23.4% | -10.8% |
| 6M | +0.3% | +83.5% | -83.2% | -18.4% |
| YTD | -12.3% | +35.0% | -47.2% | -21.9% |
| 1Y | -11.2% | +36.7% | -47.9% | -21.4% |
| 3Y | +117.0% | -15.3% | +132.4% | +111.8% |
| 5Y | +93.2% | -59.5% | +152.7% | +137.1% |
| All | +197.2% | +5.1% | +192.1% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling