+3.2%
AVTR vs ES
+27.0%
-23.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +12.1% | -2.0% | +14.0% | +12.7% |
| 3M | +57.2% | +1.7% | +55.6% | +56.1% |
| 6M | +73.1% | -3.5% | +76.6% | +74.4% |
| YTD | +30.6% | +7.9% | +22.7% | +26.4% |
| 1Y | +13.5% | +17.2% | -3.7% | +6.2% |
| 3Y | -31.0% | +29.3% | -60.3% | -38.3% |
| 5Y | -63.2% | -5.7% | -57.5% | -63.8% |
| All | +3.2% | +27.0% | -23.8% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling