+192.2%
EWT vs AVTR
-26.6%
+218.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -1.1% | -2.0% | +0.9% | -0.9% |
| 30D | +4.8% | +8.1% | -3.3% | +3.9% |
| 3M | +11.1% | +54.2% | -43.1% | +5.0% |
| 6M | +54.6% | +82.6% | -27.9% | +42.7% |
| YTD | +71.4% | +29.8% | +41.6% | +64.2% |
| 1Y | +82.1% | +18.0% | +64.1% | +74.6% |
| All | +192.2% | -26.6% | +218.8% | +196.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling