+135.4%
TMUS vs AVTR
+8.1%
+127.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +3.7% |
| 7D | +5.3% | +1.9% | +3.4% | +5.1% |
| 30D | +13.5% | +1.5% | +12.0% | +13.2% |
| 3M | -4.2% | +17.1% | -21.3% | -6.7% |
| 6M | -11.9% | +91.5% | -103.3% | -20.8% |
| YTD | -15.6% | +38.8% | -54.4% | -20.6% |
| 1Y | -16.8% | +37.7% | -54.5% | -21.8% |
| 3Y | +20.8% | -13.5% | +34.3% | +18.4% |
| 5Y | +48.0% | -59.3% | +107.3% | +70.6% |
| All | +135.4% | +8.1% | +127.3% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling