+335.7%
MSFT vs AVTR
+6.1%
+329.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -2.4% | +3.2% | -5.6% | -3.1% |
| 30D | -3.8% | +0.5% | -4.2% | -3.9% |
| 3M | +6.4% | +12.1% | -5.7% | +3.4% |
| 6M | +28.8% | +91.2% | -62.4% | +8.6% |
| YTD | +8.8% | +36.3% | -27.5% | -0.9% |
| 1Y | +3.2% | +35.2% | -32.1% | -6.2% |
| 3Y | +44.8% | -15.8% | +60.6% | +40.6% |
| 5Y | +61.8% | -58.9% | +120.8% | +95.6% |
| All | +335.7% | +6.1% | +329.6% | +281.1% |
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