+2,679.6%
MU vs AVTR
+1.1%
+2,678.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +2.0% | -2.0% | +4.0% | +2.6% |
| 30D | +12.5% | +8.1% | +4.5% | +9.5% |
| 3M | +9.6% | +54.2% | -44.6% | -7.8% |
| 6M | +142.6% | +82.6% | +60.0% | +90.7% |
| YTD | +242.7% | +29.8% | +212.8% | +201.1% |
| 1Y | +599.3% | +18.0% | +581.3% | +521.2% |
| 3Y | +1,308.3% | -26.4% | +1,334.7% | +1,328.1% |
| 5Y | +1,263.7% | -64.8% | +1,328.6% | +1,766.2% |
| All | +2,679.6% | +1.1% | +2,678.5% | +2,324.4% |
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