+165.9%
MAR vs AVTR
+3.6%
+162.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.8% |
| 7D | -1.7% | +7.4% | -9.1% | -3.5% |
| 30D | -6.9% | +12.2% | -19.1% | -9.7% |
| 3M | -15.8% | +57.4% | -73.2% | -25.8% |
| 6M | +1.9% | +86.7% | -84.7% | -14.5% |
| YTD | +6.6% | +33.1% | -26.5% | -2.8% |
| 1Y | +23.7% | +16.1% | +7.5% | +14.7% |
| 3Y | +64.6% | -24.6% | +89.2% | +66.0% |
| 5Y | +156.4% | -63.5% | +219.8% | +215.8% |
| All | +165.9% | +3.6% | +162.3% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling