+141.3%
QCOM vs AVTR
+5.1%
+136.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.8% |
| 7D | +0.4% | -3.6% | +4.0% | +1.7% |
| 30D | -6.6% | +0.8% | -7.4% | -6.7% |
| 3M | +3.7% | +17.4% | -13.7% | -1.8% |
| 6M | -13.3% | +83.5% | -96.8% | -31.3% |
| YTD | -1.8% | +35.0% | -36.8% | -13.8% |
| 1Y | -2.5% | +36.7% | -39.2% | -15.0% |
| 3Y | +47.0% | -15.3% | +62.3% | +41.4% |
| 5Y | +13.1% | -59.5% | +72.6% | +45.8% |
| All | +141.3% | +5.1% | +136.2% | +114.2% |
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