+186.7%
EQT vs AVTR
+1.1%
+185.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.2% | -2.0% | +0.9% | -0.9% |
| 30D | +1.1% | +8.1% | -7.0% | +0.1% |
| 3M | +4.8% | +54.2% | -49.4% | -1.2% |
| 6M | -10.6% | +82.6% | -93.2% | -17.8% |
| YTD | +3.4% | +29.8% | -26.4% | -0.7% |
| 1Y | +8.7% | +18.0% | -9.3% | +4.7% |
| 3Y | +35.0% | -26.4% | +61.4% | +37.2% |
| 5Y | +204.2% | -64.8% | +269.1% | +236.1% |
| All | +186.7% | +1.1% | +185.7% | +163.1% |
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 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