+2,207.6%
MU vs AVTR
+6.9%
+2,200.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.0% | +10.9% | +11.5% |
| 7D | +2.0% | +0.5% | +1.5% | +2.1% |
| 30D | -18.0% | +1.5% | -19.5% | -18.2% |
| 3M | -6.6% | +14.2% | -20.8% | -10.8% |
| 6M | +2.0% | +97.4% | -95.3% | -21.5% |
| YTD | +184.5% | +37.3% | +147.2% | +145.3% |
| 1Y | +236.9% | +36.8% | +200.1% | +190.2% |
| 3Y | +987.0% | -15.2% | +1,002.2% | +948.5% |
| 5Y | +1,014.6% | -59.2% | +1,073.8% | +1,342.1% |
| All | +2,207.6% | +6.9% | +2,200.7% | +1,875.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling