-23.6%
TMUS vs AVTR
+15.8%
-39.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.2% |
| 7D | -0.3% | +7.4% | -7.7% | +0.1% |
| 30D | +3.1% | +12.2% | -9.1% | +3.8% |
| 3M | +2.4% | +57.4% | -55.0% | +5.6% |
| 6M | -17.1% | +86.7% | -103.7% | -13.3% |
| YTD | -9.1% | +33.1% | -42.1% | -6.7% |
| 1Y | -23.6% | +16.1% | -39.8% | -20.0% |
| All | -23.6% | +15.8% | -39.4% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling