+144.9%
INTC vs AVTR
+1.7%
+143.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.4% | +6.0% | +4.9% |
| 7D | +7.1% | +2.7% | +4.4% | +6.2% |
| 30D | -5.2% | +12.1% | -17.3% | -8.4% |
| 3M | -14.3% | +57.2% | -71.5% | -26.3% |
| 6M | +110.2% | +73.1% | +37.1% | +74.6% |
| YTD | +159.6% | +30.6% | +129.0% | +134.0% |
| 1Y | +289.3% | +13.5% | +275.8% | +259.3% |
| 3Y | +166.1% | -31.0% | +197.1% | +177.5% |
| 5Y | +94.4% | -63.2% | +157.6% | +141.6% |
| All | +144.9% | +1.7% | +143.2% | +128.9% |
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