-7.5%
ELV vs AVTR
-26.6%
+19.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -1.0% |
| 7D | -2.2% | +1.6% | -3.8% | -2.4% |
| 30D | -0.2% | +8.4% | -8.6% | -1.1% |
| 3M | -6.1% | +50.2% | -56.3% | -10.9% |
| 6M | +42.8% | +82.6% | -39.8% | +32.0% |
| YTD | +14.4% | +29.8% | -15.5% | +10.0% |
| 1Y | +28.6% | +16.0% | +12.6% | +24.2% |
| All | -7.5% | -26.6% | +19.1% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling