+125.1%
PM vs AVTR
-63.6%
+188.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.2% |
| 7D | -1.3% | +7.4% | -8.7% | -1.4% |
| 30D | -2.6% | +12.2% | -14.8% | -2.7% |
| 3M | +5.8% | +57.4% | -51.6% | +4.9% |
| 6M | +10.6% | +86.7% | -76.1% | +9.1% |
| YTD | +17.2% | +33.1% | -15.9% | +17.0% |
| 1Y | +17.6% | +16.1% | +1.5% | +17.9% |
| 3Y | +124.3% | -24.6% | +148.9% | +129.5% |
| 5Y | +125.1% | -63.5% | +188.6% | +136.0% |
| All | +125.1% | -63.6% | +188.7% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling