+36.7%
AVTR vs ES
+1.8%
+34.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.2% |
| 7D | -3.6% | +1.9% | -5.5% | -3.7% |
| 30D | +0.8% | +7.1% | -6.3% | +0.4% |
| 3M | +17.4% | -1.9% | +19.3% | +17.4% |
| 6M | +83.5% | +4.4% | +79.2% | +83.2% |
| YTD | +35.0% | +7.3% | +27.7% | +34.8% |
| 1Y | +36.7% | +2.1% | +34.5% | +37.3% |
| All | +36.7% | +1.8% | +34.8% | +37.3% |
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