+292.9%
EWY vs AVTR
+3.6%
+289.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.2% |
| 7D | +8.0% | +7.4% | +0.6% | +6.4% |
| 30D | +14.3% | +12.2% | +2.1% | +11.6% |
| 3M | +2.3% | +57.4% | -55.1% | -8.0% |
| 6M | +49.9% | +86.7% | -36.8% | +29.6% |
| YTD | +95.3% | +33.1% | +62.3% | +80.4% |
| 1Y | +161.7% | +16.1% | +145.6% | +144.9% |
| 3Y | +230.2% | -24.6% | +254.8% | +232.2% |
| 5Y | +148.1% | -63.5% | +211.6% | +195.7% |
| All | +292.9% | +3.6% | +289.3% | +243.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling