+35.8%
EQT vs AVTR
-26.6%
+62.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.2% | -2.0% | +0.9% | -1.1% |
| 30D | +1.1% | +8.1% | -7.0% | +0.6% |
| 3M | +4.8% | +54.2% | -49.4% | +2.3% |
| 6M | -10.6% | +82.6% | -93.2% | -13.7% |
| YTD | +3.4% | +29.8% | -26.4% | +2.2% |
| 1Y | +8.7% | +18.0% | -9.3% | +7.6% |
| All | +35.8% | -26.6% | +62.5% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling