+103.5%
MCHP vs AVTR
+3.6%
+99.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -1.8% |
| 7D | +2.8% | +7.4% | -4.6% | -0.2% |
| 30D | -12.8% | +12.2% | -25.0% | -17.0% |
| 3M | -19.2% | +57.4% | -76.6% | -34.4% |
| 6M | +14.5% | +86.7% | -72.1% | -14.4% |
| YTD | +17.1% | +33.1% | -16.0% | +0.1% |
| 1Y | +15.3% | +16.1% | -0.8% | +1.4% |
| 3Y | +0.5% | -24.6% | +25.1% | +3.6% |
| 5Y | +6.1% | -63.5% | +69.6% | +50.6% |
| All | +103.5% | +3.6% | +99.9% | +77.2% |
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 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