+102.6%
ENB vs AVTR
+6.1%
+96.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | 0.0% | +3.2% | -3.2% | -0.5% |
| 30D | +1.4% | +0.5% | +0.9% | +1.2% |
| 3M | -5.2% | +12.1% | -17.3% | -7.1% |
| 6M | -9.9% | +91.2% | -101.1% | -19.9% |
| YTD | +4.7% | +36.3% | -31.6% | -2.0% |
| 1Y | +2.8% | +35.2% | -32.5% | -3.8% |
| 3Y | +71.3% | -15.8% | +87.1% | +67.9% |
| 5Y | +58.6% | -58.9% | +117.5% | +83.9% |
| All | +102.6% | +6.1% | +96.5% | +53.3% |
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 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