+66.1%
ECL vs AVTR
+1.7%
+64.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.5% |
| 7D | -2.6% | +2.7% | -5.3% | -3.3% |
| 30D | -2.2% | +12.1% | -14.2% | -5.0% |
| 3M | +10.1% | +57.2% | -47.1% | -2.3% |
| 6M | -5.7% | +73.1% | -78.8% | -18.8% |
| YTD | +7.0% | +30.6% | -23.7% | -1.6% |
| 1Y | +2.7% | +13.5% | -10.8% | -3.6% |
| 3Y | +57.7% | -31.0% | +88.7% | +62.6% |
| 5Y | +31.1% | -63.2% | +94.4% | +61.3% |
| All | +66.1% | +1.7% | +64.4% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling