+130.6%
MO vs AVTR
+1.7%
+128.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.8% |
| 7D | +0.3% | +2.7% | -2.3% | +0.1% |
| 30D | +0.6% | +12.1% | -11.4% | -0.2% |
| 3M | -1.0% | +57.2% | -58.2% | -4.2% |
| 6M | +4.3% | +73.1% | -68.7% | +0.1% |
| YTD | +23.3% | +30.6% | -7.4% | +20.7% |
| 1Y | +10.5% | +13.5% | -3.0% | +8.9% |
| 3Y | +96.3% | -31.0% | +127.3% | +100.2% |
| 5Y | +98.9% | -63.2% | +162.1% | +115.2% |
| All | +130.6% | +1.7% | +128.9% | +114.6% |
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 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