+46.1%
MRK vs AVTR
-26.6%
+72.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.0% | -2.0% | -3.0% | -4.8% |
| 30D | +11.0% | +8.1% | +2.9% | +9.9% |
| 3M | +22.4% | +54.2% | -31.8% | +16.0% |
| 6M | +25.4% | +82.6% | -57.2% | +16.1% |
| YTD | +39.5% | +29.8% | +9.6% | +34.5% |
| 1Y | +78.0% | +18.0% | +60.0% | +71.9% |
| All | +46.1% | -26.6% | +72.8% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling