+1,371.2%
MU vs AVTR
-27.6%
+1,398.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +6.4% |
| 7D | +9.0% | +2.7% | +6.3% | +8.4% |
| 30D | +13.8% | +12.1% | +1.8% | +11.4% |
| 3M | +2.1% | +57.2% | -55.2% | -8.6% |
| 6M | +153.8% | +73.1% | +80.7% | +121.3% |
| YTD | +256.4% | +30.6% | +225.8% | +229.3% |
| 1Y | +719.8% | +13.5% | +706.3% | +669.5% |
| All | +1,371.2% | -27.6% | +1,398.8% | +1,408.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling