+80.2%
EW vs AVTR
+5.8%
+74.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.1% |
| 7D | +9.3% | -0.1% | +9.4% | +9.3% |
| 30D | +22.1% | -0.6% | +22.7% | +22.1% |
| 3M | +13.0% | +13.4% | -0.4% | +9.2% |
| 6M | +30.1% | +87.4% | -57.3% | +9.5% |
| YTD | +22.0% | +35.9% | -13.9% | +10.6% |
| 1Y | +23.7% | +35.4% | -11.7% | +12.0% |
| 3Y | +62.0% | -16.1% | +78.1% | +57.1% |
| 5Y | -12.4% | -59.4% | +46.9% | +7.4% |
| All | +80.2% | +5.8% | +74.5% | +63.6% |
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 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