-16.5%
AVTR vs CAPR
+239.1%
-255.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | -0.5% |
| 7D | +0.5% | +5.9% | -5.4% | +0.5% |
| 30D | -1.0% | +44.6% | -45.6% | -0.9% |
| 3M | +12.2% | +126.4% | -114.2% | +12.4% |
| 6M | +97.5% | -68.6% | +166.0% | +97.5% |
| YTD | +35.6% | -67.0% | +102.6% | +35.6% |
| 1Y | +32.8% | +65.2% | -32.3% | +33.8% |
| 3Y | -16.5% | +235.6% | -252.1% | -17.0% |
| All | -16.5% | +239.1% | -255.6% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling