-26.2%
ILMN vs AVTR
+8.1%
-34.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.7% | +2.3% |
| 7D | -2.6% | +1.9% | -4.5% | -3.3% |
| 30D | -20.6% | +1.5% | -22.2% | -20.9% |
| 3M | +17.5% | +17.1% | +0.4% | +10.2% |
| 6M | +55.6% | +91.5% | -35.8% | +14.6% |
| YTD | +68.3% | +38.8% | +29.5% | +41.8% |
| 1Y | +81.1% | +37.7% | +43.4% | +52.6% |
| 3Y | +112.2% | -13.5% | +125.6% | +112.8% |
| 5Y | -42.6% | -59.3% | +16.7% | -22.6% |
| All | -26.2% | +8.1% | -34.3% | -31.6% |
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