+2.6%
AVTR vs EAT
+453.3%
-450.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.0% | -6.2% | +4.2% | -0.7% |
| 30D | +8.1% | -3.0% | +11.1% | +8.4% |
| 3M | +54.2% | +45.6% | +8.6% | +40.8% |
| 6M | +82.6% | +53.5% | +29.0% | +63.4% |
| YTD | +29.8% | +49.6% | -19.7% | +16.4% |
| 1Y | +18.0% | +38.9% | -20.9% | +7.1% |
| 3Y | -26.4% | +589.7% | -616.1% | -56.4% |
| 5Y | -64.8% | +318.7% | -383.5% | -77.7% |
| All | +2.6% | +453.3% | -450.7% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling