+194.5%
MTUM vs AVTR
+1.1%
+193.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.7% |
| 7D | +4.1% | +1.6% | +2.6% | +3.8% |
| 30D | +0.6% | +8.4% | -7.7% | -1.1% |
| 3M | -0.6% | +50.2% | -50.8% | -10.0% |
| 6M | +25.3% | +82.6% | -57.2% | +8.2% |
| YTD | +23.8% | +29.8% | -6.0% | +14.9% |
| 1Y | +25.4% | +16.0% | +9.4% | +17.3% |
| 3Y | +117.3% | -26.4% | +143.7% | +119.4% |
| 5Y | +79.7% | -64.5% | +144.1% | +120.6% |
| All | +194.5% | +1.1% | +193.4% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling