-29.5%
ILMN vs AVTR
+3.6%
-33.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -4.1% |
| 7D | +1.9% | +7.4% | -5.5% | -1.4% |
| 30D | +12.3% | +12.2% | +0.1% | +6.7% |
| 3M | +33.5% | +57.4% | -23.8% | +7.4% |
| 6M | +69.4% | +86.7% | -17.3% | +25.2% |
| YTD | +60.9% | +33.1% | +27.8% | +37.2% |
| 1Y | +115.0% | +16.1% | +98.8% | +91.4% |
| 3Y | +37.0% | -24.6% | +61.6% | +44.7% |
| 5Y | -53.1% | -63.5% | +10.4% | -34.7% |
| All | -29.5% | +3.6% | -33.1% | -33.7% |
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