+112.2%
ILMN vs AVTR
-13.5%
+125.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.7% | +2.2% |
| 7D | -2.6% | +1.9% | -4.5% | -3.4% |
| 30D | -20.6% | +1.5% | -22.2% | -20.9% |
| 3M | +17.5% | +17.1% | +0.4% | +9.9% |
| 6M | +55.6% | +91.5% | -35.8% | +12.4% |
| YTD | +68.3% | +38.8% | +29.5% | +40.4% |
| 1Y | +81.1% | +37.7% | +43.4% | +51.2% |
| 3Y | +112.2% | -13.5% | +125.6% | +80.7% |
| All | +112.2% | -13.5% | +125.6% | +80.7% |
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 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