-29.4%
EW vs AVTR
-63.6%
+34.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -3.9% |
| 7D | -4.4% | +7.4% | -11.8% | -5.9% |
| 30D | -3.3% | +12.2% | -15.6% | -5.7% |
| 3M | +1.0% | +57.4% | -56.4% | -8.9% |
| 6M | +6.2% | +86.7% | -80.4% | -8.1% |
| YTD | +1.7% | +33.1% | -31.3% | -5.7% |
| 1Y | +8.1% | +16.1% | -8.0% | +1.4% |
| 3Y | +17.1% | -24.6% | +41.7% | +18.3% |
| 5Y | -29.4% | -63.5% | +34.1% | -0.7% |
| All | -29.4% | -63.6% | +34.2% | -0.7% |
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