+167.5%
MO vs AVTR
+5.6%
+161.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +3.3% | +0.5% | +2.9% | +3.3% |
| 30D | +7.5% | -1.0% | +8.6% | +7.6% |
| 3M | +22.8% | +12.2% | +10.6% | +21.7% |
| 6M | +13.4% | +97.5% | -84.1% | +7.7% |
| YTD | +43.0% | +35.6% | +7.4% | +39.5% |
| 1Y | +45.2% | +32.8% | +12.4% | +41.9% |
| 3Y | +145.5% | -16.5% | +162.0% | +145.7% |
| 5Y | +157.1% | -59.1% | +216.2% | +175.3% |
| All | +167.5% | +5.6% | +161.9% | +148.1% |
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