+172.4%
EMR vs AVTR
+1.1%
+171.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.5% |
| 7D | +0.9% | +1.6% | -0.7% | +0.4% |
| 30D | -5.0% | +8.4% | -13.3% | -7.3% |
| 3M | +5.9% | +50.2% | -44.2% | -7.7% |
| 6M | +7.3% | +82.6% | -75.2% | -12.4% |
| YTD | +14.6% | +29.8% | -15.3% | +3.7% |
| 1Y | +15.6% | +16.0% | -0.3% | +5.7% |
| 3Y | +60.2% | -26.4% | +86.6% | +63.0% |
| 5Y | +65.8% | -64.5% | +130.3% | +112.8% |
| All | +172.4% | +1.1% | +171.3% | +107.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling