+73.1%
MA vs AVTR
-64.3%
+137.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -2.7% | +2.7% | -5.4% | -3.1% |
| 30D | +1.5% | +12.1% | -10.5% | -0.5% |
| 3M | +20.4% | +57.2% | -36.8% | +10.8% |
| 6M | +11.1% | +73.1% | -61.9% | +0.2% |
| YTD | +2.0% | +30.6% | -28.7% | -3.7% |
| 1Y | -2.2% | +13.5% | -15.6% | -6.2% |
| 3Y | +41.9% | -31.0% | +72.9% | +46.7% |
| All | +73.1% | -64.3% | +137.4% | +114.6% |
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 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