+2.6%
AVTR vs EAT
+454.9%
-452.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.7% |
| 7D | +1.6% | -6.8% | +8.4% | +3.1% |
| 30D | +8.4% | -5.4% | +13.8% | +9.3% |
| 3M | +50.2% | +42.8% | +7.4% | +37.8% |
| 6M | +82.6% | +56.5% | +26.1% | +62.7% |
| YTD | +29.8% | +50.0% | -20.2% | +16.3% |
| 1Y | +16.0% | +38.3% | -22.3% | +5.4% |
| 3Y | -26.4% | +591.6% | -618.1% | -56.4% |
| 5Y | -64.5% | +312.6% | -377.1% | -77.4% |
| All | +2.6% | +454.9% | -452.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling