+130.9%
MO vs AVTR
+0.6%
+130.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | +7.1% | +6.3% | +0.8% | +6.7% |
| 3M | -2.0% | +53.3% | -55.3% | -5.0% |
| 6M | +7.3% | +78.6% | -71.3% | +2.6% |
| YTD | +23.5% | +29.2% | -5.8% | +20.9% |
| 1Y | +11.0% | +13.8% | -2.8% | +9.3% |
| 3Y | +95.0% | -27.4% | +122.4% | +97.7% |
| 5Y | +100.6% | -65.0% | +165.6% | +118.5% |
| All | +130.9% | +0.6% | +130.3% | +115.0% |
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