-25.6%
EFX vs AVTR
+16.8%
-42.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -4.9% | -6.1% |
| 7D | -8.6% | +2.7% | -11.3% | -9.1% |
| 30D | +0.1% | +12.1% | -11.9% | -2.3% |
| 3M | +3.8% | +57.2% | -53.4% | -6.2% |
| 6M | -13.5% | +73.1% | -86.6% | -24.0% |
| YTD | -17.7% | +30.6% | -48.3% | -23.5% |
| 1Y | -25.6% | +13.5% | -39.1% | -29.6% |
| All | -25.6% | +16.8% | -42.3% | -29.6% |
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 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