+82.5%
ECL vs AVTR
+5.8%
+76.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | +0.4% | -0.1% | +0.6% | +0.5% |
| 30D | +8.6% | -0.6% | +9.2% | +8.6% |
| 3M | +7.9% | +13.4% | -5.5% | +4.3% |
| 6M | +21.0% | +87.4% | -66.3% | +2.2% |
| YTD | +17.5% | +35.9% | -18.3% | +6.8% |
| 1Y | +19.7% | +35.4% | -15.7% | +8.7% |
| 3Y | +77.4% | -16.1% | +93.5% | +72.2% |
| 5Y | +38.7% | -59.4% | +98.1% | +65.9% |
| All | +82.5% | +5.8% | +76.7% | +50.6% |
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