-36.6%
EFX vs AVTR
-64.4%
+27.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -1.3% |
| 7D | -9.4% | +1.6% | -10.9% | -9.8% |
| 30D | -6.9% | +8.4% | -15.3% | -9.1% |
| 3M | +0.1% | +50.2% | -50.0% | -12.3% |
| 6M | -17.3% | +82.6% | -99.9% | -32.3% |
| YTD | -21.8% | +29.8% | -51.7% | -29.0% |
| 1Y | -32.5% | +16.0% | -48.5% | -37.8% |
| 3Y | -12.3% | -26.4% | +14.1% | -9.4% |
| 5Y | -36.6% | -64.5% | +27.8% | -16.1% |
| All | -36.6% | -64.4% | +27.8% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling