-25.1%
MARA vs AVTR
+16.8%
-41.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | +6.0% | +2.7% | +3.3% | +5.5% |
| 30D | +0.6% | +12.1% | -11.4% | -1.4% |
| 3M | -18.5% | +57.2% | -75.8% | -28.6% |
| 6M | +21.7% | +73.1% | -51.3% | +2.9% |
| YTD | +25.9% | +30.6% | -4.7% | +12.8% |
| 1Y | -25.1% | +13.5% | -38.6% | -33.2% |
| All | -25.1% | +16.8% | -41.9% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling