-24.6%
AVTR vs EAT
+612.9%
-637.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.2% | +2.4% |
| 7D | +7.4% | -4.9% | +12.3% | +8.2% |
| 30D | +12.2% | -1.2% | +13.4% | +12.1% |
| 3M | +57.4% | +52.2% | +5.1% | +45.9% |
| 6M | +86.7% | +65.0% | +21.6% | +69.7% |
| YTD | +33.1% | +55.0% | -22.0% | +21.8% |
| 1Y | +16.1% | +42.1% | -25.9% | +7.1% |
| 3Y | -24.6% | +614.7% | -639.3% | -48.1% |
| All | -24.6% | +612.9% | -637.5% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling