+171.3%
MNST vs AVTR
+3.6%
+167.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.8% |
| 7D | -4.1% | +7.4% | -11.5% | -5.3% |
| 30D | -4.5% | +12.2% | -16.7% | -6.4% |
| 3M | -2.5% | +57.4% | -59.8% | -10.4% |
| 6M | +14.1% | +86.7% | -72.5% | +1.1% |
| YTD | +12.6% | +33.1% | -20.5% | +5.6% |
| 1Y | +36.9% | +16.1% | +20.8% | +30.4% |
| 3Y | +53.1% | -24.6% | +77.7% | +54.1% |
| 5Y | +78.2% | -63.5% | +141.7% | +110.4% |
| All | +171.3% | +3.6% | +167.7% | +146.6% |
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 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