-27.1%
AVTR vs EME
+240.3%
-267.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.1% |
| 7D | +1.6% | +2.7% | -1.2% | +1.2% |
| 30D | +8.4% | -6.8% | +15.2% | +9.2% |
| 3M | +50.2% | -8.8% | +59.0% | +52.0% |
| 6M | +82.6% | +5.0% | +77.6% | +79.4% |
| YTD | +29.8% | +23.5% | +6.4% | +22.7% |
| 1Y | +16.0% | +21.3% | -5.3% | +8.9% |
| All | -27.1% | +240.3% | -267.4% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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