+306.1%
MARA vs AVTR
+0.6%
+305.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.1% |
| 7D | +5.9% | -1.1% | +7.0% | +6.7% |
| 30D | +24.3% | +6.3% | +18.0% | +20.0% |
| 3M | -12.0% | +53.3% | -65.3% | -37.0% |
| 6M | +40.1% | +78.6% | -38.5% | -10.8% |
| YTD | +33.4% | +29.2% | +4.2% | +6.0% |
| 1Y | -23.7% | +13.8% | -37.6% | -38.0% |
| 3Y | +19.0% | -27.4% | +46.4% | +26.4% |
| 5Y | -66.5% | -65.0% | -1.5% | -33.3% |
| All | +306.1% | +0.6% | +305.5% | +229.5% |
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