-24.6%
AVTR vs ED
+35.1%
-59.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.9% |
| 7D | +7.4% | +0.5% | +6.9% | +7.4% |
| 30D | +12.2% | +1.1% | +11.1% | +12.3% |
| 3M | +57.4% | +4.6% | +52.7% | +57.8% |
| 6M | +86.7% | -2.0% | +88.6% | +86.9% |
| YTD | +33.1% | +11.7% | +21.4% | +32.4% |
| 1Y | +16.1% | +15.7% | +0.4% | +14.9% |
| 3Y | -24.6% | +34.4% | -59.0% | -30.8% |
| All | -24.6% | +35.1% | -59.7% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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