+855.4%
MU vs AVTR
-15.6%
+870.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.7% |
| 7D | -22.0% | -3.6% | -18.4% | -21.4% |
| 30D | -36.6% | +0.8% | -37.4% | -36.6% |
| 3M | -21.7% | +17.4% | -39.1% | -24.2% |
| 6M | +3.5% | +83.5% | -80.0% | -11.1% |
| YTD | +141.9% | +35.0% | +106.9% | +121.6% |
| 1Y | +189.8% | +36.7% | +153.2% | +164.0% |
| 3Y | +855.4% | -15.3% | +870.7% | +886.0% |
| All | +855.4% | -15.6% | +870.9% | +886.0% |
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