+49.3%
EW vs AVTR
+1.1%
+48.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | 0.0% |
| 7D | -5.1% | +1.6% | -6.7% | -5.5% |
| 30D | -6.4% | +8.4% | -14.7% | -8.4% |
| 3M | -1.6% | +50.2% | -51.7% | -11.9% |
| 6M | +2.3% | +82.6% | -80.3% | -13.4% |
| YTD | +1.1% | +29.8% | -28.8% | -7.1% |
| 1Y | +8.0% | +16.0% | -8.0% | -0.1% |
| 3Y | +16.3% | -26.4% | +42.8% | +17.4% |
| 5Y | -29.4% | -64.5% | +35.1% | -10.0% |
| All | +49.3% | +1.1% | +48.3% | +37.4% |
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