+265.1%
MU vs AVTR
+37.4%
+227.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.4% | -7.4% | -7.0% |
| 7D | -19.1% | -6.2% | -12.9% | -19.3% |
| 30D | -25.2% | -1.0% | -24.2% | -25.2% |
| 3M | -10.9% | +14.4% | -25.3% | -10.4% |
| 6M | +38.0% | +95.9% | -57.9% | +32.7% |
| YTD | +178.8% | +36.6% | +142.3% | +167.1% |
| 1Y | +265.1% | +35.1% | +230.0% | +245.1% |
| All | +265.1% | +37.4% | +227.7% | +245.1% |
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