+55.8%
EW vs AVTR
+1.7%
+54.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.5% |
| 7D | -0.3% | +2.7% | -3.0% | -1.1% |
| 30D | +1.0% | +12.1% | -11.0% | -1.9% |
| 3M | +2.8% | +57.2% | -54.4% | -9.1% |
| 6M | +5.5% | +73.1% | -67.6% | -9.4% |
| YTD | +5.5% | +30.6% | -25.2% | -3.2% |
| 1Y | +11.0% | +13.5% | -2.5% | +3.4% |
| 3Y | +17.7% | -31.0% | +48.7% | +21.7% |
| 5Y | -25.7% | -63.2% | +37.5% | -6.3% |
| All | +55.8% | +1.7% | +54.1% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling