+67.8%
EMR vs AVTR
-63.6%
+131.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.9% |
| 7D | +3.1% | +7.4% | -4.3% | +1.3% |
| 30D | -3.5% | +12.2% | -15.7% | -6.2% |
| 3M | +9.8% | +57.4% | -47.6% | -2.7% |
| 6M | +10.8% | +86.7% | -75.9% | -6.3% |
| YTD | +15.9% | +33.1% | -17.1% | +6.3% |
| 1Y | +16.4% | +16.1% | +0.3% | +8.1% |
| 3Y | +62.1% | -24.6% | +86.7% | +62.9% |
| All | +67.8% | -63.6% | +131.4% | +97.4% |
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