+162.5%
MET vs AVTR
+1.7%
+160.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | +1.2% | +2.7% | -1.5% | +0.5% |
| 30D | +1.4% | +12.1% | -10.6% | -1.3% |
| 3M | +17.7% | +57.2% | -39.6% | +4.8% |
| 6M | +35.0% | +73.1% | -38.1% | +16.9% |
| YTD | +26.3% | +30.6% | -4.3% | +16.5% |
| 1Y | +22.8% | +13.5% | +9.3% | +15.2% |
| 3Y | +65.9% | -31.0% | +97.0% | +71.7% |
| 5Y | +85.4% | -63.2% | +148.6% | +123.0% |
| All | +162.5% | +1.7% | +160.8% | +123.1% |
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