+79.3%
EEM vs AVTR
+6.1%
+73.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | +5.3% | +3.2% | +2.2% | +4.7% |
| 30D | -7.0% | +0.5% | -7.4% | -7.1% |
| 3M | -8.0% | +12.1% | -20.1% | -10.1% |
| 6M | -6.6% | +91.2% | -97.8% | -18.4% |
| YTD | +12.3% | +36.3% | -24.0% | +4.2% |
| 1Y | +12.2% | +35.2% | -23.1% | +4.0% |
| 3Y | +71.2% | -15.8% | +87.1% | +67.7% |
| 5Y | +32.2% | -58.9% | +91.2% | +51.9% |
| All | +79.3% | +6.1% | +73.2% | +52.6% |
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