+190.4%
ETN vs AVTR
-64.6%
+255.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.4% | +4.0% |
| 7D | +3.5% | -1.1% | +4.6% | +3.7% |
| 30D | -7.5% | +6.3% | -13.8% | -8.5% |
| 3M | +8.3% | +53.3% | -45.0% | -0.7% |
| 6M | +20.2% | +78.6% | -58.5% | +6.6% |
| YTD | +34.7% | +29.2% | +5.4% | +26.7% |
| 1Y | +19.4% | +13.8% | +5.6% | +13.2% |
| 3Y | +85.5% | -27.4% | +112.9% | +89.5% |
| All | +190.4% | -64.6% | +255.0% | +263.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling