+923.6%
MRVL vs AVTR
+1.7%
+921.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.4% | +8.5% | +7.6% |
| 7D | +3.2% | +2.7% | +0.5% | +2.0% |
| 30D | +5.9% | +12.1% | -6.1% | +1.2% |
| 3M | -29.3% | +57.2% | -86.6% | -42.7% |
| 6M | +186.5% | +73.1% | +113.4% | +120.1% |
| YTD | +163.4% | +30.6% | +132.8% | +127.3% |
| 1Y | +249.5% | +13.5% | +236.0% | +208.8% |
| 3Y | +289.4% | -31.0% | +320.4% | +311.9% |
| 5Y | +270.2% | -63.2% | +333.5% | +431.0% |
| All | +923.6% | +1.7% | +921.9% | +827.7% |
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 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