+5.2%
AVTR vs EME
+872.9%
-867.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.2% |
| 7D | +7.4% | +5.2% | +2.2% | +5.9% |
| 30D | +12.2% | -5.4% | +17.6% | +13.7% |
| 3M | +57.4% | -6.1% | +63.5% | +58.1% |
| 6M | +86.7% | +9.7% | +77.0% | +77.3% |
| YTD | +33.1% | +26.6% | +6.5% | +19.6% |
| 1Y | +16.1% | +24.6% | -8.5% | +3.3% |
| 3Y | -24.6% | +249.6% | -274.2% | -57.4% |
| 5Y | -63.5% | +556.6% | -620.0% | -84.7% |
| All | +5.2% | +872.9% | -867.7% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling