+114.7%
EOG vs AVTR
+1.1%
+113.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.0% | -2.0% | +3.1% | +1.5% |
| 30D | +2.8% | +8.1% | -5.2% | +0.9% |
| 3M | +5.9% | +54.2% | -48.3% | -4.8% |
| 6M | +17.1% | +82.6% | -65.5% | +0.3% |
| YTD | +43.9% | +29.8% | +14.1% | +33.1% |
| 1Y | +26.9% | +18.0% | +8.9% | +17.8% |
| 3Y | +23.6% | -26.4% | +50.0% | +25.0% |
| 5Y | +178.1% | -64.8% | +243.0% | +248.6% |
| All | +114.7% | +1.1% | +113.6% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling