+12.0%
AVTR vs CAI
-11.0%
+22.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.0% | -5.1% | +3.0% | -1.0% |
| 30D | +8.1% | +3.9% | +4.2% | +6.9% |
| 3M | +54.2% | +40.1% | +14.1% | +42.6% |
| 6M | +82.6% | +29.7% | +52.9% | +68.9% |
| YTD | +29.8% | -10.9% | +40.7% | +28.3% |
| 1Y | +18.0% | -28.0% | +46.0% | +21.4% |
| All | +12.0% | -11.0% | +22.9% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling