+82.1%
IBM vs AVTR
-13.5%
+95.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.4% | +0.1% |
| 7D | -2.5% | +1.9% | -4.5% | -2.7% |
| 30D | +8.4% | +1.5% | +6.8% | +8.2% |
| 3M | +4.5% | +17.1% | -12.6% | +2.6% |
| 6M | +7.9% | +91.5% | -83.6% | -1.4% |
| YTD | -15.2% | +38.8% | -54.1% | -19.2% |
| 1Y | -17.6% | +37.7% | -55.3% | -21.5% |
| 3Y | +82.1% | -13.5% | +95.5% | +87.1% |
| All | +82.1% | -13.5% | +95.5% | +87.1% |
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 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