-18.9%
EXE vs AVTR
+37.4%
-56.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.9% |
| 7D | -4.7% | -6.2% | +1.6% | -4.7% |
| 30D | +1.0% | -1.0% | +2.0% | +1.1% |
| 3M | -5.6% | +14.4% | -20.0% | -5.3% |
| 6M | -12.3% | +95.9% | -108.2% | -8.3% |
| YTD | -19.5% | +36.6% | -56.1% | -17.5% |
| 1Y | -18.9% | +35.1% | -54.0% | -16.9% |
| All | -18.9% | +37.4% | -56.3% | -16.9% |
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