+13.8%
AVTR vs CAI
-26.7%
+40.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -1.1% | -2.9% | +1.8% | -0.4% |
| 30D | +6.3% | +9.3% | -3.0% | +4.1% |
| 3M | +53.3% | +35.2% | +18.1% | +42.7% |
| 6M | +78.6% | +30.7% | +47.9% | +64.2% |
| YTD | +29.2% | -9.8% | +39.0% | +27.1% |
| 1Y | +13.8% | -28.9% | +42.7% | +22.5% |
| All | +13.8% | -26.7% | +40.6% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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