-21.6%
MARA vs AVTR
-15.7%
-5.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.7% |
| 7D | +22.4% | +3.2% | +19.3% | +21.0% |
| 30D | -21.0% | +0.5% | -21.4% | -21.0% |
| 3M | -25.3% | +12.1% | -37.4% | -28.4% |
| 6M | -43.4% | +91.2% | -134.6% | -57.9% |
| YTD | -19.8% | +36.3% | -56.1% | -31.4% |
| 1Y | -50.0% | +35.2% | -85.3% | -57.3% |
| All | -21.6% | -15.7% | -5.8% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling