+55.0%
EWZ vs AVTR
-64.3%
+119.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +6.5% | +2.7% | +3.8% | +6.1% |
| 30D | +4.8% | +12.1% | -7.2% | +3.4% |
| 3M | +9.9% | +57.2% | -47.4% | +3.3% |
| 6M | +1.9% | +73.1% | -71.1% | -5.6% |
| YTD | +20.3% | +30.6% | -10.3% | +15.1% |
| 1Y | +35.6% | +13.5% | +22.1% | +30.8% |
| 3Y | +43.4% | -31.0% | +74.5% | +47.1% |
| All | +55.0% | -64.3% | +119.3% | +81.2% |
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