+138.7%
TMUS vs AVTR
+6.1%
+132.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +6.5% | +3.2% | +3.3% | +6.1% |
| 30D | +11.3% | +0.5% | +10.8% | +11.0% |
| 3M | -2.9% | +12.1% | -15.0% | -4.8% |
| 6M | -10.5% | +91.2% | -101.7% | -19.5% |
| YTD | -14.4% | +36.3% | -50.7% | -19.3% |
| 1Y | -17.9% | +35.2% | -53.1% | -22.7% |
| 3Y | +21.9% | -15.8% | +37.7% | +20.0% |
| 5Y | +52.1% | -58.9% | +111.1% | +74.4% |
| All | +138.7% | +6.1% | +132.5% | +97.3% |
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