+9.7%
AVTR vs CAPR
+166.2%
-156.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.4% | -6.6% | +2.7% |
| 7D | +1.9% | +36.0% | -34.1% | +1.5% |
| 30D | +1.5% | +25.8% | -24.3% | +1.2% |
| 3M | +17.1% | +140.8% | -123.8% | +15.3% |
| 6M | +91.5% | -67.6% | +159.0% | +92.3% |
| YTD | +38.8% | -65.9% | +104.7% | +39.2% |
| 1Y | +37.7% | +66.1% | -28.4% | +30.9% |
| 3Y | -13.5% | +256.9% | -270.4% | -23.0% |
| 5Y | -59.3% | +172.1% | -231.4% | -64.1% |
| All | +9.7% | +166.2% | -156.5% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling