+242.3%
MAR vs AVTR
+5.6%
+236.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | +1.6% | +0.5% | +1.2% | +1.5% |
| 30D | +13.8% | -1.0% | +14.8% | +14.0% |
| 3M | +20.3% | +12.2% | +8.1% | +16.4% |
| 6M | +21.3% | +97.5% | -76.1% | +0.2% |
| YTD | +37.2% | +35.6% | +1.6% | +24.2% |
| 1Y | +48.4% | +32.8% | +15.6% | +34.9% |
| 3Y | +120.1% | -16.5% | +136.6% | +115.4% |
| 5Y | +182.1% | -59.1% | +241.2% | +236.2% |
| All | +242.3% | +5.6% | +236.7% | +186.4% |
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