+7.7%
AVTR vs CAPR
+176.8%
-169.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.7% | +8.0% | -0.6% |
| 7D | +3.2% | +19.1% | -15.9% | +2.9% |
| 30D | +0.5% | +48.8% | -48.4% | -0.2% |
| 3M | +12.1% | +144.4% | -132.3% | +10.4% |
| 6M | +91.2% | -67.5% | +158.7% | +92.0% |
| YTD | +36.3% | -64.5% | +100.8% | +36.6% |
| 1Y | +35.2% | +74.4% | -39.2% | +28.4% |
| 3Y | -15.8% | +265.7% | -281.6% | -25.1% |
| 5Y | -58.9% | +196.0% | -254.9% | -63.9% |
| All | +7.7% | +176.8% | -169.0% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling