+2.6%
AVTR vs EQH
+200.5%
-197.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -2.0% | -1.8% | -0.3% | -1.4% |
| 30D | +8.1% | +2.4% | +5.6% | +7.0% |
| 3M | +54.2% | +26.3% | +27.9% | +40.3% |
| 6M | +82.6% | +35.8% | +46.8% | +60.5% |
| YTD | +29.8% | +12.7% | +17.2% | +22.5% |
| 1Y | +18.0% | +2.5% | +15.6% | +15.1% |
| 3Y | -26.4% | +98.6% | -125.1% | -44.7% |
| 5Y | -64.8% | +101.7% | -166.6% | -74.3% |
| All | +2.6% | +200.5% | -197.8% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling