+39.4%
GM vs AVTR
+37.4%
+2.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.6% |
| 7D | +12.1% | -6.2% | +18.3% | +13.5% |
| 30D | +15.2% | -1.0% | +16.2% | +15.0% |
| 3M | +4.9% | +14.4% | -9.5% | +1.0% |
| 6M | +22.6% | +95.9% | -73.3% | -0.2% |
| YTD | +14.4% | +36.6% | -22.1% | +1.9% |
| 1Y | +39.4% | +35.1% | +4.3% | +24.7% |
| All | +39.4% | +37.4% | +2.0% | +24.7% |
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 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