+115.4%
VMC vs AVTR
+1.7%
+113.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.3% |
| 7D | -4.3% | +2.7% | -7.0% | -5.0% |
| 30D | -8.2% | +12.1% | -20.3% | -10.9% |
| 3M | -7.0% | +57.2% | -64.3% | -17.9% |
| 6M | -10.8% | +73.1% | -83.8% | -23.5% |
| YTD | -7.4% | +30.6% | -38.0% | -14.8% |
| 1Y | -9.5% | +13.5% | -23.0% | -15.4% |
| 3Y | +20.5% | -31.0% | +51.5% | +25.0% |
| 5Y | +51.6% | -63.2% | +114.8% | +87.4% |
| All | +115.4% | +1.7% | +113.7% | +64.5% |
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