+35.1%
AVTR vs ES
-1.6%
+36.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.3% |
| 7D | -6.2% | +5.3% | -11.6% | -6.5% |
| 30D | -1.0% | +8.9% | -9.9% | -1.4% |
| 3M | +14.4% | -1.9% | +16.3% | +14.5% |
| 6M | +95.9% | +3.9% | +92.0% | +95.5% |
| YTD | +36.6% | +8.3% | +28.3% | +36.2% |
| 1Y | +35.1% | -0.1% | +35.3% | +36.6% |
| All | +35.1% | -1.6% | +36.7% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling