+30.9%
QCOM vs AVTR
-64.3%
+95.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | +3.3% | +2.7% | +0.7% | +2.6% |
| 30D | +7.7% | +12.1% | -4.4% | +4.4% |
| 3M | -30.1% | +57.2% | -87.3% | -39.0% |
| 6M | +22.8% | +73.1% | -50.2% | +3.5% |
| YTD | +0.2% | +30.6% | -30.4% | -8.8% |
| 1Y | +7.9% | +13.5% | -5.6% | +0.1% |
| 3Y | +55.8% | -31.0% | +86.8% | +62.6% |
| All | +30.9% | -64.3% | +95.2% | +73.7% |
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