+115.2%
EWJ vs AVTR
+0.6%
+114.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +0.3% | -1.1% | +1.4% | +0.4% |
| 30D | +0.8% | +6.3% | -5.5% | -0.2% |
| 3M | +7.5% | +53.3% | -45.8% | +0.3% |
| 6M | +15.6% | +78.6% | -63.1% | +5.0% |
| YTD | +22.7% | +29.2% | -6.5% | +16.8% |
| 1Y | +26.4% | +13.8% | +12.6% | +21.4% |
| 3Y | +72.5% | -27.4% | +100.0% | +74.6% |
| 5Y | +52.4% | -65.0% | +117.5% | +72.0% |
| All | +115.2% | +0.6% | +114.6% | +99.5% |
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 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