+113.9%
EWJ vs AVTR
+3.6%
+110.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | +2.9% | +7.4% | -4.5% | +1.8% |
| 30D | +1.1% | +12.2% | -11.1% | -0.7% |
| 3M | +7.1% | +57.4% | -50.3% | -0.5% |
| 6M | +16.2% | +86.7% | -70.5% | +4.8% |
| YTD | +22.0% | +33.1% | -11.1% | +15.6% |
| 1Y | +26.2% | +16.1% | +10.1% | +20.9% |
| 3Y | +73.5% | -24.6% | +98.1% | +74.5% |
| 5Y | +52.7% | -63.5% | +116.2% | +71.1% |
| All | +113.9% | +3.6% | +110.3% | +97.4% |
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