+176.9%
EMR vs AVTR
+1.7%
+175.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +2.2% |
| 7D | -1.5% | +2.7% | -4.2% | -2.3% |
| 30D | -5.6% | +12.1% | -17.7% | -8.9% |
| 3M | +7.9% | +57.2% | -49.3% | -7.3% |
| 6M | +6.0% | +73.1% | -67.0% | -12.0% |
| YTD | +16.4% | +30.6% | -14.2% | +5.2% |
| 1Y | +16.6% | +13.5% | +3.1% | +7.4% |
| 3Y | +62.9% | -31.0% | +93.9% | +69.6% |
| 5Y | +60.1% | -63.2% | +123.3% | +102.7% |
| All | +176.9% | +1.7% | +175.2% | +110.1% |
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 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