+65.0%
MET vs AVTR
-26.6%
+91.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.6% |
| 7D | -0.8% | +1.6% | -2.3% | -1.0% |
| 30D | -1.4% | +8.4% | -9.8% | -2.6% |
| 3M | +12.5% | +50.2% | -37.6% | +4.8% |
| 6M | +37.1% | +82.6% | -45.5% | +23.0% |
| YTD | +23.8% | +29.8% | -6.1% | +17.4% |
| 1Y | +24.1% | +16.0% | +8.2% | +18.1% |
| All | +65.0% | -26.6% | +91.6% | +68.6% |
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