+212.8%
EWY vs AVTR
-26.6%
+239.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +1.2% | -2.0% | +3.3% | +1.5% |
| 30D | +9.3% | +8.1% | +1.2% | +8.2% |
| 3M | +2.4% | +54.2% | -51.8% | -4.1% |
| 6M | +40.3% | +82.6% | -42.3% | +28.4% |
| YTD | +88.0% | +29.8% | +58.2% | +78.4% |
| 1Y | +143.8% | +18.0% | +125.8% | +130.7% |
| All | +212.8% | -26.6% | +239.4% | +218.7% |
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