+1,985.3%
MU vs AVTR
+8.1%
+1,977.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.4% | +5.3% |
| 7D | -12.0% | +1.9% | -14.0% | -12.4% |
| 30D | -28.7% | +1.5% | -30.3% | -29.0% |
| 3M | -16.4% | +17.1% | -33.5% | -20.9% |
| 6M | -1.8% | +91.5% | -93.3% | -23.7% |
| YTD | +157.1% | +38.8% | +118.2% | +120.8% |
| 1Y | +208.5% | +37.7% | +170.8% | +165.1% |
| 3Y | +906.2% | -13.5% | +919.6% | +862.8% |
| 5Y | +893.4% | -59.3% | +952.7% | +1,188.4% |
| All | +1,985.3% | +8.1% | +1,977.2% | +1,677.7% |
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