+51.2%
MSFT vs AVTR
-25.8%
+77.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.3% |
| 7D | -1.4% | +7.4% | -8.8% | -1.9% |
| 30D | -1.0% | +12.2% | -13.2% | -1.8% |
| 3M | +20.2% | +57.4% | -37.2% | +15.3% |
| 6M | +21.3% | +86.7% | -65.4% | +14.4% |
| YTD | +2.8% | +33.1% | -30.3% | -0.5% |
| 1Y | 0.0% | +16.1% | -16.2% | -2.8% |
| 3Y | +51.2% | -24.6% | +75.8% | +57.3% |
| All | +51.2% | -25.8% | +77.0% | +57.3% |
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 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