+16.9%
AVTR vs CAI
-14.7%
+31.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.3% |
| 7D | +0.5% | -8.7% | +9.1% | +2.3% |
| 30D | -1.0% | -23.8% | +22.8% | +3.9% |
| 3M | +12.2% | +3.9% | +8.3% | +9.8% |
| 6M | +97.5% | +56.8% | +40.6% | +75.7% |
| YTD | +35.6% | -14.6% | +50.2% | +33.5% |
| 1Y | +32.8% | -5.2% | +38.0% | +27.5% |
| All | +16.9% | -14.7% | +31.6% | +17.9% |
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