-59.6%
AVTR vs ES
+6.6%
-66.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +0.5% | +2.7% | -2.3% | -0.4% |
| 30D | -1.0% | +7.6% | -8.6% | -3.6% |
| 3M | +12.2% | +0.5% | +11.7% | +11.8% |
| 6M | +97.5% | +7.6% | +89.9% | +91.5% |
| YTD | +35.6% | +10.2% | +25.4% | +29.6% |
| 1Y | +32.8% | +1.8% | +31.0% | +30.3% |
| 3Y | -16.5% | +55.4% | -71.9% | -31.9% |
| All | -59.6% | +6.6% | -66.2% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling