+152.6%
GM vs AVTR
+3.6%
+149.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.8% |
| 7D | +0.4% | +7.4% | -7.0% | -1.9% |
| 30D | -1.8% | +12.2% | -14.1% | -5.4% |
| 3M | +2.6% | +57.4% | -54.8% | -12.0% |
| 6M | +14.6% | +86.7% | -72.1% | -7.4% |
| YTD | +6.2% | +33.1% | -26.9% | -5.0% |
| 1Y | +48.7% | +16.1% | +32.5% | +36.0% |
| 3Y | +168.3% | -24.6% | +192.9% | +170.7% |
| 5Y | +82.8% | -63.5% | +146.3% | +133.9% |
| All | +152.6% | +3.6% | +149.0% | +100.9% |
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