+162.0%
IBM vs AVTR
+5.6%
+156.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +1.6% | +0.5% | +1.1% | +1.5% |
| 30D | +9.2% | -1.0% | +10.2% | +9.4% |
| 3M | +4.9% | +12.2% | -7.3% | +2.9% |
| 6M | +16.8% | +97.5% | -80.7% | +3.0% |
| YTD | -14.3% | +35.6% | -49.9% | -19.5% |
| 1Y | -16.7% | +32.8% | -49.5% | -21.6% |
| 3Y | +82.2% | -16.5% | +98.7% | +79.8% |
| 5Y | +149.9% | -59.1% | +209.1% | +178.2% |
| All | +162.0% | +5.6% | +156.5% | +124.1% |
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