+55.7%
EFX vs AVTR
+1.7%
+54.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -4.9% | -6.0% |
| 7D | -8.6% | +2.7% | -11.3% | -9.3% |
| 30D | +0.1% | +12.1% | -11.9% | -2.9% |
| 3M | +3.8% | +57.2% | -53.4% | -9.0% |
| 6M | -13.5% | +73.1% | -86.6% | -26.4% |
| YTD | -17.7% | +30.6% | -48.3% | -24.6% |
| 1Y | -25.6% | +13.5% | -39.1% | -30.3% |
| 3Y | -12.1% | -31.0% | +18.9% | -8.1% |
| 5Y | -33.8% | -63.2% | +29.4% | -20.4% |
| All | +55.7% | +1.7% | +54.0% | +53.9% |
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