+147.8%
EWY vs AVTR
+16.7%
+131.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.3% |
| 7D | -0.1% | -1.1% | +1.0% | 0.0% |
| 30D | +7.3% | +6.3% | +1.0% | +6.9% |
| 3M | -5.1% | +53.3% | -58.4% | -9.2% |
| 6M | +42.1% | +78.6% | -36.6% | +34.3% |
| YTD | +94.1% | +29.2% | +64.9% | +83.7% |
| 1Y | +147.8% | +13.8% | +134.0% | +126.6% |
| All | +147.8% | +16.7% | +131.1% | +126.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling