+195.7%
MRVL vs AVTR
-16.2%
+211.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.6% |
| 7D | +11.0% | +0.5% | +10.6% | +11.0% |
| 30D | -36.1% | -1.0% | -35.1% | -35.8% |
| 3M | -29.4% | +12.2% | -41.6% | -31.1% |
| 6M | -11.9% | +97.5% | -109.3% | -26.0% |
| YTD | +84.8% | +35.6% | +49.2% | +69.9% |
| 1Y | +79.4% | +32.8% | +46.6% | +65.6% |
| 3Y | +195.7% | -16.5% | +212.2% | +193.5% |
| All | +195.7% | -16.2% | +211.9% | +193.5% |
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