+186.1%
MAR vs AVTR
-59.4%
+245.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +1.0% | +0.5% | +0.5% | +0.9% |
| 30D | +16.2% | +1.5% | +14.7% | +15.7% |
| 3M | +23.1% | +14.2% | +8.8% | +19.3% |
| 6M | +22.0% | +97.4% | -75.4% | +3.8% |
| YTD | +39.2% | +37.3% | +1.9% | +27.8% |
| 1Y | +48.3% | +36.8% | +11.5% | +36.0% |
| 3Y | +123.4% | -15.2% | +138.6% | +118.5% |
| All | +186.1% | -59.4% | +245.5% | +242.8% |
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 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