+166.2%
MAR vs AVTR
+1.1%
+165.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | -2.0% | 0.0% | -1.6% |
| 30D | -5.7% | +8.1% | -13.7% | -7.6% |
| 3M | -14.6% | +54.2% | -68.8% | -24.4% |
| 6M | +1.3% | +82.6% | -81.2% | -14.6% |
| YTD | +6.7% | +29.8% | -23.1% | -2.1% |
| 1Y | +26.4% | +18.0% | +8.4% | +16.6% |
| 3Y | +64.7% | -26.4% | +91.2% | +67.2% |
| 5Y | +153.1% | -64.8% | +217.9% | +215.0% |
| All | +166.2% | +1.1% | +165.1% | +125.8% |
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