+17.5%
ECL vs AVTR
+36.8%
-19.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -0.5% | +3.2% | -3.6% | -0.8% |
| 30D | +6.6% | +0.5% | +6.1% | +6.4% |
| 3M | +9.6% | +12.1% | -2.5% | +7.9% |
| 6M | +21.6% | +91.2% | -69.6% | +10.9% |
| YTD | +16.9% | +36.3% | -19.4% | +11.0% |
| All | +17.5% | +36.8% | -19.3% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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