+147.4%
MRK vs AVTR
+3.6%
+143.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | -0.9% | +7.4% | -8.3% | -2.0% |
| 30D | +15.5% | +12.2% | +3.2% | +13.5% |
| 3M | +25.1% | +57.4% | -32.3% | +16.5% |
| 6M | +30.1% | +86.7% | -56.6% | +17.6% |
| YTD | +43.1% | +33.1% | +10.0% | +35.8% |
| 1Y | +82.5% | +16.1% | +66.3% | +75.2% |
| 3Y | +49.3% | -24.6% | +73.9% | +49.2% |
| 5Y | +130.3% | -63.5% | +193.7% | +158.4% |
| All | +147.4% | +3.6% | +143.8% | +113.2% |
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