+114.9%
ILMN vs AVTR
+16.2%
+98.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -4.0% |
| 7D | +1.9% | +7.4% | -5.5% | -0.8% |
| 30D | +12.3% | +12.2% | +0.1% | +7.6% |
| 3M | +33.5% | +57.4% | -23.8% | +10.7% |
| 6M | +69.4% | +86.7% | -17.3% | +30.3% |
| YTD | +60.9% | +33.1% | +27.8% | +39.7% |
| All | +114.9% | +16.2% | +98.7% | +77.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling