+3.2%
AVTR vs CAPR
+154.1%
-150.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | +2.7% | -2.0% | +4.7% | +2.7% |
| 30D | +12.1% | +139.2% | -127.1% | +10.5% |
| 3M | +57.2% | -66.4% | +123.6% | +58.1% |
| 6M | +73.1% | -63.1% | +136.2% | +73.7% |
| YTD | +30.6% | -67.4% | +98.1% | +31.2% |
| 1Y | +13.5% | +58.2% | -44.8% | +7.7% |
| 3Y | -31.0% | +42.2% | -73.2% | -36.9% |
| 5Y | -63.2% | +87.3% | -150.5% | -67.2% |
| All | +3.2% | +154.1% | -150.8% | -17.9% |
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