+36.5%
EWZ vs AVTR
+5.8%
+30.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.9% |
| 7D | +1.3% | -0.1% | +1.5% | +1.4% |
| 30D | -26.2% | -0.6% | -25.5% | -26.1% |
| 3M | -8.6% | +13.4% | -22.0% | -11.6% |
| 6M | -17.0% | +87.4% | -104.4% | -30.5% |
| YTD | +2.2% | +35.9% | -33.7% | -7.6% |
| 1Y | +2.7% | +35.4% | -32.7% | -7.3% |
| 3Y | +18.2% | -16.1% | +34.3% | +14.7% |
| 5Y | +56.0% | -59.4% | +115.4% | +93.0% |
| All | +36.5% | +5.8% | +30.8% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling