-0.8%
MSFT vs AVTR
+16.8%
-17.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.0% |
| 7D | -2.7% | +2.7% | -5.4% | -2.8% |
| 30D | +2.7% | +12.1% | -9.3% | +2.4% |
| 3M | +17.0% | +57.2% | -40.3% | +13.9% |
| 6M | +23.8% | +73.1% | -49.2% | +19.6% |
| YTD | +4.0% | +30.6% | -26.6% | +0.8% |
| 1Y | -0.8% | +13.5% | -14.3% | -3.3% |
| All | -0.8% | +16.8% | -17.6% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling