+301.0%
MARA vs AVTR
+3.6%
+297.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +3.4% |
| 7D | +15.6% | +7.4% | +8.2% | +10.5% |
| 30D | +17.2% | +12.2% | +5.0% | +9.3% |
| 3M | -14.2% | +57.4% | -71.5% | -39.6% |
| 6M | +47.7% | +86.7% | -39.0% | -8.7% |
| YTD | +31.7% | +33.1% | -1.3% | +2.7% |
| 1Y | -22.2% | +16.1% | -38.3% | -37.5% |
| 3Y | +8.4% | -24.6% | +33.0% | +12.1% |
| 5Y | -68.3% | -63.5% | -4.8% | -38.7% |
| All | +301.0% | +3.6% | +297.4% | +219.3% |
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