+67.0%
MAR vs AVTR
-26.6%
+93.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.2% |
| 7D | -0.5% | +1.6% | -2.1% | -0.8% |
| 30D | -4.7% | +8.4% | -13.0% | -6.0% |
| 3M | -15.6% | +50.2% | -65.8% | -21.8% |
| 6M | +1.2% | +82.6% | -81.4% | -9.9% |
| YTD | +7.5% | +29.8% | -22.3% | +1.4% |
| 1Y | +26.6% | +16.0% | +10.6% | +20.1% |
| All | +67.0% | -26.6% | +93.6% | +73.2% |
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