+2.7%
EWZ vs AVTR
+34.2%
-31.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | +1.3% | -0.1% | +1.5% | +1.3% |
| 30D | -26.2% | -0.6% | -25.5% | -26.1% |
| 3M | -8.6% | +13.4% | -22.0% | -9.2% |
| 6M | -17.0% | +87.4% | -104.4% | -20.8% |
| YTD | +2.2% | +35.9% | -33.7% | -3.3% |
| 1Y | +2.7% | +35.4% | -32.7% | -2.5% |
| All | +2.7% | +34.2% | -31.6% | -2.5% |
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