+177.6%
MET vs AVTR
+5.6%
+172.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +4.5% | +0.5% | +4.0% | +4.3% |
| 30D | +3.5% | -1.0% | +4.6% | +3.7% |
| 3M | +5.9% | +12.2% | -6.3% | +2.9% |
| 6M | +33.1% | +97.5% | -64.4% | +11.7% |
| YTD | +33.6% | +35.6% | -2.0% | +22.0% |
| 1Y | +32.7% | +32.8% | -0.1% | +21.6% |
| 3Y | +85.0% | -16.5% | +101.5% | +81.7% |
| 5Y | +85.6% | -59.1% | +144.7% | +117.4% |
| All | +177.6% | +5.6% | +172.1% | +133.5% |
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