-64.8%
AVTR vs EME
+545.9%
-610.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.0% |
| 7D | +1.6% | +2.7% | -1.2% | +1.1% |
| 30D | +8.4% | -6.8% | +15.2% | +9.7% |
| 3M | +50.2% | -8.8% | +59.0% | +52.1% |
| 6M | +82.6% | +5.0% | +77.6% | +77.9% |
| YTD | +29.8% | +23.5% | +6.4% | +20.5% |
| 1Y | +16.0% | +21.3% | -5.3% | +6.8% |
| 3Y | -26.4% | +241.1% | -267.5% | -54.3% |
| All | -64.8% | +545.9% | -610.8% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling