+52.4%
QCOM vs AVTR
-15.7%
+68.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +13.0% | +3.2% | +9.8% | +12.3% |
| 30D | +0.2% | +0.5% | -0.3% | +0.2% |
| 3M | +9.2% | +12.1% | -2.9% | +6.9% |
| 6M | -15.0% | +91.2% | -106.2% | -26.3% |
| YTD | +5.2% | +36.3% | -31.1% | -2.5% |
| 1Y | +2.4% | +35.2% | -32.9% | -5.1% |
| All | +52.4% | -15.7% | +68.2% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling