+160.2%
MET vs AVTR
+1.1%
+159.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.5% | -2.0% | -0.4% | -2.0% |
| 30D | 0.0% | +8.1% | -8.1% | -1.9% |
| 3M | +13.1% | +54.2% | -41.1% | +1.2% |
| 6M | +39.0% | +82.6% | -43.6% | +18.8% |
| YTD | +25.2% | +29.8% | -4.6% | +15.7% |
| 1Y | +25.6% | +18.0% | +7.6% | +16.6% |
| 3Y | +67.1% | -26.4% | +93.5% | +69.6% |
| 5Y | +85.1% | -64.8% | +150.0% | +125.8% |
| All | +160.2% | +1.1% | +159.1% | +121.4% |
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