+81.5%
EW vs AVTR
+8.1%
+73.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.8% |
| 7D | +12.3% | +1.9% | +10.4% | +11.7% |
| 30D | +22.9% | +1.5% | +21.4% | +22.3% |
| 3M | +16.7% | +17.1% | -0.4% | +11.9% |
| 6M | +31.0% | +91.5% | -60.5% | +9.6% |
| YTD | +22.8% | +38.8% | -16.0% | +10.8% |
| 1Y | +25.6% | +37.7% | -12.2% | +13.3% |
| 3Y | +62.0% | -13.5% | +75.5% | +55.7% |
| 5Y | -12.8% | -59.3% | +46.5% | +7.0% |
| All | +81.5% | +8.1% | +73.4% | +63.8% |
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