-23.7%
MARA vs AVTR
+16.7%
-40.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +4.9% |
| 7D | +5.9% | -1.1% | +7.0% | +6.2% |
| 30D | +24.3% | +6.3% | +18.0% | +22.9% |
| 3M | -12.0% | +53.3% | -65.3% | -22.8% |
| 6M | +40.1% | +78.6% | -38.5% | +16.8% |
| YTD | +33.4% | +29.2% | +4.2% | +19.5% |
| 1Y | -23.7% | +13.8% | -37.6% | -32.1% |
| All | -23.7% | +16.7% | -40.4% | -32.1% |
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