+203.7%
PM vs AVTR
+1.7%
+202.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.8% |
| 7D | -4.9% | +2.7% | -7.6% | -5.1% |
| 30D | -3.4% | +12.1% | -15.4% | -4.5% |
| 3M | +5.2% | +57.2% | -52.1% | -0.1% |
| 6M | +3.7% | +73.1% | -69.4% | -2.8% |
| YTD | +15.8% | +30.6% | -14.9% | +11.9% |
| 1Y | +17.4% | +13.5% | +3.9% | +14.5% |
| 3Y | +116.9% | -31.0% | +147.9% | +123.0% |
| 5Y | +117.3% | -63.2% | +180.6% | +147.7% |
| All | +203.7% | +1.7% | +202.0% | +149.6% |
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 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