+8.0%
EW vs AVTR
+13.4%
-5.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.5% |
| 7D | -5.1% | +1.6% | -6.7% | -5.2% |
| 30D | -6.4% | +8.4% | -14.7% | -6.8% |
| 3M | -1.6% | +50.2% | -51.7% | -3.6% |
| 6M | +2.3% | +82.6% | -80.3% | -0.6% |
| YTD | +1.1% | +29.8% | -28.8% | -1.9% |
| 1Y | +8.0% | +16.0% | -8.0% | +4.5% |
| All | +8.0% | +13.4% | -5.4% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling