+98.5%
EWY vs AVTR
-58.9%
+157.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +4.2% | +0.5% | +3.8% | +4.2% |
| 30D | -10.7% | -1.0% | -9.6% | -10.5% |
| 3M | -20.1% | +12.2% | -32.3% | -21.7% |
| 6M | -24.3% | +97.5% | -121.8% | -33.6% |
| YTD | +46.9% | +35.6% | +11.3% | +36.6% |
| 1Y | +55.2% | +32.8% | +22.4% | +44.7% |
| 3Y | +157.0% | -16.5% | +173.5% | +153.1% |
| All | +98.5% | -58.9% | +157.4% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling