+309.6%
MSFT vs AVTR
+1.1%
+308.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.1% |
| 7D | -1.0% | +1.6% | -2.6% | -1.4% |
| 30D | -2.7% | +8.4% | -11.0% | -4.5% |
| 3M | +22.1% | +50.2% | -28.0% | +9.7% |
| 6M | +20.6% | +82.6% | -62.0% | +2.7% |
| YTD | +2.3% | +29.8% | -27.5% | -5.6% |
| 1Y | -0.5% | +16.0% | -16.5% | -7.6% |
| 3Y | +50.5% | -26.4% | +77.0% | +51.6% |
| 5Y | +72.3% | -64.5% | +136.8% | +117.2% |
| All | +309.6% | +1.1% | +308.5% | +262.8% |
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