+523.8%
MRNA vs AVTR
+0.6%
+523.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.5% |
| 7D | -1.1% | -1.1% | 0.0% | -0.8% |
| 30D | +126.1% | +6.3% | +119.8% | +122.5% |
| 3M | +190.0% | +53.3% | +136.7% | +157.8% |
| 6M | +157.2% | +78.6% | +78.6% | +119.4% |
| YTD | +388.2% | +29.2% | +359.0% | +351.7% |
| 1Y | +467.0% | +13.8% | +453.2% | +433.5% |
| 3Y | +36.1% | -27.4% | +63.5% | +39.6% |
| 5Y | -68.0% | -65.0% | -2.9% | -65.0% |
| All | +523.8% | +0.6% | +523.2% | +682.8% |
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