+65.5%
EFX vs AVTR
+5.6%
+59.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -0.8% | +0.5% | -1.2% | -0.9% |
| 30D | +25.1% | -1.0% | +26.1% | +25.3% |
| 3M | +1.7% | +12.2% | -10.5% | -1.8% |
| 6M | +18.4% | +97.5% | -79.1% | -3.1% |
| YTD | -12.5% | +35.6% | -48.1% | -20.9% |
| 1Y | -8.1% | +32.8% | -40.9% | -16.6% |
| 3Y | +4.8% | -16.5% | +21.3% | +3.5% |
| 5Y | -30.1% | -59.1% | +29.0% | -18.2% |
| All | +65.5% | +5.6% | +59.9% | +61.3% |
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