+112.0%
IBM vs AVTR
-63.6%
+175.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.4% |
| 7D | +0.3% | +7.4% | -7.1% | -0.5% |
| 30D | -1.5% | +12.2% | -13.7% | -2.8% |
| 3M | -16.8% | +57.4% | -74.1% | -21.5% |
| 6M | -9.0% | +86.7% | -95.7% | -16.4% |
| YTD | -20.1% | +33.1% | -53.1% | -23.4% |
| 1Y | -7.0% | +16.1% | -23.2% | -10.2% |
| 3Y | +72.4% | -24.6% | +97.0% | +73.3% |
| 5Y | +112.0% | -63.5% | +175.5% | +123.3% |
| All | +112.0% | -63.6% | +175.6% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling