+19.0%
EWZ vs AVTR
-15.6%
+34.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.5% |
| 7D | -1.5% | -3.6% | +2.1% | -1.1% |
| 30D | -24.5% | +0.8% | -25.3% | -24.6% |
| 3M | -10.7% | +17.4% | -28.1% | -11.9% |
| 6M | -19.1% | +83.5% | -102.6% | -23.8% |
| YTD | +1.6% | +35.0% | -33.4% | -2.1% |
| 1Y | +4.3% | +36.7% | -32.4% | +0.3% |
| 3Y | +19.0% | -15.3% | +34.3% | +18.1% |
| All | +19.0% | -15.6% | +34.5% | +18.1% |
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