+3.2%
AVTR vs ED
+61.6%
-58.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +12.1% | -0.1% | +12.2% | +12.0% |
| 3M | +57.2% | +3.9% | +53.3% | +56.5% |
| 6M | +73.1% | -3.0% | +76.1% | +73.5% |
| YTD | +30.6% | +10.7% | +19.9% | +28.4% |
| 1Y | +13.5% | +13.3% | +0.2% | +11.0% |
| 3Y | -31.0% | +34.5% | -65.5% | -35.0% |
| 5Y | -63.2% | +67.1% | -130.4% | -66.1% |
| All | +3.2% | +61.6% | -58.3% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling