+226.0%
PM vs AVTR
+5.8%
+220.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -6.6% | -0.1% | -6.5% | -6.6% |
| 30D | -3.4% | -0.6% | -2.8% | -3.4% |
| 3M | +5.3% | +13.4% | -8.1% | +3.9% |
| 6M | +15.5% | +87.4% | -71.8% | +7.4% |
| YTD | +24.3% | +35.9% | -11.6% | +19.5% |
| 1Y | +29.7% | +35.4% | -5.7% | +24.7% |
| 3Y | +144.9% | -16.1% | +161.0% | +143.6% |
| 5Y | +159.0% | -59.4% | +218.4% | +190.6% |
| All | +226.0% | +5.8% | +220.2% | +166.6% |
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