-27.1%
ILMN vs AVTR
+1.7%
-28.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -0.9% |
| 7D | +1.2% | +2.7% | -1.5% | +0.1% |
| 30D | +9.2% | +12.1% | -2.9% | +3.8% |
| 3M | +29.8% | +57.2% | -27.4% | +4.3% |
| 6M | +69.2% | +73.1% | -3.9% | +29.5% |
| YTD | +66.4% | +30.6% | +35.7% | +43.2% |
| 1Y | +123.4% | +13.5% | +109.9% | +101.1% |
| 3Y | +33.2% | -31.0% | +64.2% | +46.4% |
| 5Y | -52.0% | -63.2% | +11.3% | -33.1% |
| All | -27.1% | +1.7% | -28.8% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling