+52.5%
INTC vs AVTR
+5.6%
+46.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +6.0% | +0.5% | +5.6% | +5.9% |
| 30D | -39.2% | -1.0% | -38.2% | -38.7% |
| 3M | -42.9% | +12.2% | -55.1% | -44.7% |
| 6M | -50.4% | +97.5% | -147.9% | -60.1% |
| YTD | +61.7% | +35.6% | +26.1% | +44.7% |
| 1Y | +66.1% | +32.8% | +33.3% | +49.4% |
| 3Y | +58.1% | -16.5% | +74.6% | +57.1% |
| 5Y | +27.9% | -59.1% | +87.0% | +54.9% |
| All | +52.5% | +5.6% | +46.9% | +41.6% |
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