-27.7%
AVTR vs CAPR
+56.4%
-84.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | +2.7% | -2.0% | +4.7% | +2.7% |
| 30D | +12.1% | +139.2% | -127.1% | +12.2% |
| 3M | +57.2% | -66.4% | +123.6% | +57.2% |
| 6M | +73.1% | -63.1% | +136.2% | +73.1% |
| YTD | +30.6% | -67.4% | +98.1% | +30.6% |
| 1Y | +13.5% | +58.2% | -44.8% | +14.1% |
| All | -27.7% | +56.4% | -84.1% | -29.0% |
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