+101.8%
EEM vs AVTR
+3.6%
+98.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | +3.1% | +7.4% | -4.3% | +1.7% |
| 30D | +4.9% | +12.2% | -7.4% | +2.6% |
| 3M | +5.2% | +57.4% | -52.2% | -4.2% |
| 6M | +20.7% | +86.7% | -66.0% | +5.9% |
| YTD | +26.5% | +33.1% | -6.6% | +17.9% |
| 1Y | +37.8% | +16.1% | +21.7% | +30.2% |
| 3Y | +91.0% | -24.6% | +115.6% | +91.7% |
| 5Y | +47.0% | -63.5% | +110.5% | +73.6% |
| All | +101.8% | +3.6% | +98.2% | +72.8% |
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