-53.1%
ILMN vs AVTR
-63.6%
+10.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -4.2% |
| 7D | +1.9% | +7.4% | -5.5% | -1.7% |
| 30D | +12.3% | +12.2% | +0.1% | +6.1% |
| 3M | +33.5% | +57.4% | -23.8% | +4.3% |
| 6M | +69.4% | +86.7% | -17.3% | +20.1% |
| YTD | +60.9% | +33.1% | +27.8% | +34.3% |
| 1Y | +115.0% | +16.1% | +98.8% | +87.6% |
| 3Y | +37.0% | -24.6% | +61.6% | +45.5% |
| 5Y | -53.1% | -63.5% | +10.4% | -29.1% |
| All | -53.1% | -63.6% | +10.4% | -29.1% |
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