+60.8%
EWZ vs AVTR
+1.7%
+59.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | +6.5% | +2.7% | +3.8% | +5.8% |
| 30D | +4.8% | +12.1% | -7.2% | +1.8% |
| 3M | +9.9% | +57.2% | -47.4% | -3.2% |
| 6M | +1.9% | +73.1% | -71.1% | -12.9% |
| YTD | +20.3% | +30.6% | -10.3% | +9.9% |
| 1Y | +35.6% | +13.5% | +22.1% | +26.0% |
| 3Y | +43.4% | -31.0% | +74.5% | +48.6% |
| 5Y | +55.9% | -63.2% | +119.2% | +99.1% |
| All | +60.8% | +1.7% | +59.1% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling