+10.8%
MMM vs AVTR
+15.8%
-5.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -1.6% | +7.4% | -9.0% | -2.4% |
| 30D | -8.0% | +12.2% | -20.2% | -9.2% |
| 3M | +9.4% | +57.4% | -48.0% | +3.1% |
| 6M | +10.2% | +86.7% | -76.4% | +1.2% |
| YTD | +6.1% | +33.1% | -27.0% | +1.6% |
| 1Y | +10.8% | +16.1% | -5.4% | +6.7% |
| All | +10.8% | +15.8% | -5.0% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling