-30.8%
EFX vs AVTR
+17.0%
-47.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -11.1% | -2.0% | -9.1% | -10.7% |
| 30D | -7.4% | +8.1% | -15.4% | -8.9% |
| 3M | +1.5% | +54.2% | -52.7% | -7.8% |
| 6M | -13.7% | +82.6% | -96.3% | -24.9% |
| YTD | -21.9% | +29.8% | -51.7% | -27.3% |
| 1Y | -30.8% | +18.0% | -48.8% | -34.8% |
| All | -30.8% | +17.0% | -47.8% | -34.8% |
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 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