+72.1%
MA vs AVTR
-15.6%
+87.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.7% |
| 7D | +2.3% | -3.6% | +5.9% | +2.7% |
| 30D | +14.7% | +0.8% | +13.9% | +14.5% |
| 3M | +13.5% | +17.4% | -3.9% | +11.5% |
| 6M | +33.1% | +83.5% | -50.4% | +23.8% |
| YTD | +15.1% | +35.0% | -19.9% | +10.5% |
| 1Y | +18.7% | +36.7% | -17.9% | +13.7% |
| 3Y | +72.1% | -15.3% | +87.4% | +70.6% |
| All | +72.1% | -15.6% | +87.6% | +70.6% |
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 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