+418.1%
EWT vs AVTR
+3.6%
+414.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.4% | -0.9% |
| 7D | +1.6% | +7.4% | -5.8% | +0.4% |
| 30D | +8.2% | +12.2% | -4.0% | +6.0% |
| 3M | +11.1% | +57.4% | -46.3% | +1.5% |
| 6M | +60.4% | +86.7% | -26.2% | +41.6% |
| YTD | +75.6% | +33.1% | +42.5% | +64.2% |
| 1Y | +91.3% | +16.1% | +75.2% | +81.2% |
| 3Y | +200.3% | -24.6% | +224.9% | +201.6% |
| 5Y | +156.4% | -63.5% | +219.9% | +195.2% |
| All | +418.1% | +3.6% | +414.5% | +364.6% |
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