-27.4%
AVTR vs EQH
+100.2%
-127.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.0% |
| 7D | -1.1% | +0.7% | -1.8% | -1.4% |
| 30D | +6.3% | +2.8% | +3.5% | +5.0% |
| 3M | +53.3% | +23.1% | +30.2% | +39.6% |
| 6M | +78.6% | +41.4% | +37.3% | +51.6% |
| YTD | +29.2% | +14.3% | +15.0% | +20.7% |
| 1Y | +13.8% | +1.6% | +12.2% | +11.7% |
| 3Y | -27.4% | +102.7% | -130.1% | -48.8% |
| All | -27.4% | +100.2% | -127.7% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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