+162.1%
EQX vs AVTR
-27.0%
+189.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -3.2% | -1.1% | -2.1% | -3.1% |
| 30D | +7.8% | +6.3% | +1.4% | +7.3% |
| 3M | +21.3% | +53.3% | -32.0% | +17.5% |
| 6M | -22.4% | +78.6% | -101.1% | -25.6% |
| YTD | -11.3% | +29.2% | -40.5% | -14.3% |
| 1Y | +13.5% | +13.8% | -0.3% | +9.5% |
| 3Y | +162.1% | -27.4% | +189.6% | +156.2% |
| All | +162.1% | -27.0% | +189.1% | +156.2% |
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