+88.6%
EMR vs AVTR
-59.2%
+147.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | +2.8% | +1.5% | +1.3% | +2.4% |
| 3M | +2.0% | +14.2% | -12.3% | -1.4% |
| 6M | +20.7% | +97.4% | -76.7% | +0.6% |
| YTD | +27.3% | +37.3% | -10.0% | +15.7% |
| 1Y | +31.0% | +36.8% | -5.8% | +18.9% |
| 3Y | +103.6% | -15.2% | +118.8% | +98.9% |
| 5Y | +88.6% | -59.2% | +147.7% | +114.3% |
| All | +88.6% | -59.2% | +147.8% | +114.3% |
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 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