-19.1%
TMUS vs AVTR
+36.1%
-55.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.7% |
| 7D | +4.9% | +0.5% | +4.4% | +5.0% |
| 30D | +7.7% | -1.0% | +8.7% | +7.5% |
| 3M | -6.8% | +12.2% | -19.0% | -5.6% |
| 6M | -9.7% | +97.5% | -107.1% | +0.1% |
| YTD | -15.0% | +35.6% | -50.6% | -12.4% |
| 1Y | -19.1% | +32.8% | -51.9% | -16.9% |
| All | -19.1% | +36.1% | -55.2% | -16.9% |
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