+36.4%
EWZ vs AVTR
+15.8%
+20.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.9% |
| 7D | +5.6% | +7.4% | -1.8% | +5.3% |
| 30D | +9.3% | +12.2% | -3.0% | +8.9% |
| 3M | +15.7% | +57.4% | -41.7% | +13.6% |
| 6M | +7.4% | +86.7% | -79.2% | +4.5% |
| YTD | +22.7% | +33.1% | -10.4% | +19.3% |
| 1Y | +36.4% | +16.1% | +20.2% | +32.3% |
| All | +36.4% | +15.8% | +20.6% | +32.3% |
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