+3.2%
AVTR vs EAT
+493.4%
-490.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +2.7% | 0.0% | +2.7% | +2.6% |
| 30D | +12.1% | +1.9% | +10.2% | +11.2% |
| 3M | +57.2% | +68.7% | -11.4% | +39.0% |
| 6M | +73.1% | +66.9% | +6.2% | +52.1% |
| YTD | +30.6% | +60.4% | -29.8% | +15.3% |
| 1Y | +13.5% | +44.0% | -30.5% | +2.3% |
| 3Y | -31.0% | +604.7% | -635.7% | -59.2% |
| 5Y | -63.2% | +347.0% | -410.3% | -77.0% |
| All | +3.2% | +493.4% | -490.1% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling