+152.7%
IBM vs AVTR
+1.1%
+151.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +3.8% |
| 7D | +3.6% | +1.6% | +2.0% | +3.3% |
| 30D | +1.5% | +8.4% | -6.8% | +0.2% |
| 3M | -12.9% | +50.2% | -63.1% | -19.2% |
| 6M | -3.9% | +82.6% | -86.5% | -14.1% |
| YTD | -17.3% | +29.8% | -47.2% | -21.7% |
| 1Y | -5.0% | +16.0% | -21.0% | -9.4% |
| 3Y | +78.2% | -26.4% | +104.7% | +79.8% |
| 5Y | +120.6% | -64.5% | +185.1% | +152.4% |
| All | +152.7% | +1.1% | +151.6% | +117.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling