+30.0%
MTZ vs AVTR
+16.8%
+13.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.6% | +2.0% |
| 7D | -1.6% | +2.7% | -4.3% | -1.4% |
| 30D | -11.1% | +12.1% | -23.1% | -10.3% |
| 3M | -36.7% | +57.2% | -94.0% | -35.9% |
| 6M | -21.9% | +73.1% | -95.0% | -21.3% |
| YTD | +9.1% | +30.6% | -21.5% | +10.2% |
| 1Y | +30.0% | +13.5% | +16.5% | +28.6% |
| All | +30.0% | +16.8% | +13.2% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling