+618.0%
MRVL vs AVTR
+5.6%
+612.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.5% |
| 7D | +11.0% | +0.5% | +10.6% | +10.9% |
| 30D | -36.1% | -1.0% | -35.1% | -35.5% |
| 3M | -29.4% | +12.2% | -41.6% | -32.6% |
| 6M | -11.9% | +97.5% | -109.3% | -35.3% |
| YTD | +84.8% | +35.6% | +49.2% | +57.1% |
| 1Y | +79.4% | +32.8% | +46.6% | +53.4% |
| 3Y | +195.7% | -16.5% | +212.2% | +185.7% |
| 5Y | +117.2% | -59.1% | +176.3% | +198.6% |
| All | +618.0% | +5.6% | +612.4% | +541.1% |
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 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