+14.1%
QCOM vs AVTR
-58.9%
+73.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | +4.3% | +0.5% | +3.8% | +4.1% |
| 30D | -0.1% | -1.0% | +0.9% | +0.4% |
| 3M | +5.2% | +12.2% | -7.0% | +2.0% |
| 6M | -18.4% | +97.5% | -115.8% | -33.7% |
| YTD | +2.4% | +35.6% | -33.2% | -7.8% |
| 1Y | +0.9% | +32.8% | -31.9% | -8.8% |
| 3Y | +48.4% | -16.5% | +64.9% | +44.1% |
| All | +14.1% | -58.9% | +73.0% | +53.7% |
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