+101.8%
ENB vs AVTR
+6.9%
+94.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -1.8% | +0.5% | -2.3% | -1.9% |
| 30D | +2.0% | +1.5% | +0.5% | +1.7% |
| 3M | -5.8% | +14.2% | -20.1% | -8.0% |
| 6M | -9.7% | +97.4% | -107.0% | -20.1% |
| YTD | +4.2% | +37.3% | -33.0% | -2.5% |
| 1Y | +3.2% | +36.8% | -33.6% | -3.5% |
| 3Y | +70.6% | -15.2% | +85.8% | +67.0% |
| 5Y | +55.1% | -59.2% | +114.3% | +80.4% |
| All | +101.8% | +6.9% | +94.9% | +52.4% |
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 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