+209.0%
PM vs AVTR
+1.1%
+207.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.8% |
| 7D | -1.2% | +1.6% | -2.8% | -1.4% |
| 30D | -0.2% | +8.4% | -8.5% | -1.0% |
| 3M | +4.9% | +50.2% | -45.2% | +0.2% |
| 6M | +9.0% | +82.6% | -73.5% | +1.5% |
| YTD | +17.8% | +29.8% | -12.1% | +13.9% |
| 1Y | +16.8% | +16.0% | +0.8% | +13.6% |
| 3Y | +125.4% | -26.4% | +151.9% | +128.8% |
| 5Y | +128.7% | -64.5% | +193.2% | +162.5% |
| All | +209.0% | +1.1% | +207.9% | +154.1% |
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