+192.4%
MTUM vs AVTR
+0.6%
+191.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.7% | -1.1% | +1.8% | +0.9% |
| 30D | -2.4% | +6.3% | -8.8% | -3.8% |
| 3M | -3.6% | +53.3% | -57.0% | -13.1% |
| 6M | +23.7% | +78.6% | -55.0% | +7.2% |
| YTD | +22.9% | +29.2% | -6.3% | +14.2% |
| 1Y | +21.8% | +13.8% | +7.9% | +14.4% |
| 3Y | +114.4% | -27.4% | +141.9% | +117.4% |
| 5Y | +79.6% | -65.0% | +144.6% | +121.4% |
| All | +192.4% | +0.6% | +191.8% | +160.4% |
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