+74.7%
IBM vs AVTR
-27.6%
+102.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -0.3% | +2.7% | -3.0% | -0.6% |
| 30D | +0.3% | +12.1% | -11.8% | -1.0% |
| 3M | -21.6% | +57.2% | -78.9% | -26.2% |
| 6M | -4.7% | +73.1% | -77.8% | -11.9% |
| YTD | -19.1% | +30.6% | -49.7% | -22.4% |
| 1Y | -2.5% | +13.5% | -16.0% | -5.8% |
| All | +74.7% | -27.6% | +102.3% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling