+5.2%
AVTR vs CASY
+476.5%
-471.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.5% |
| 7D | +7.4% | -4.4% | +11.8% | +8.4% |
| 30D | +12.2% | -12.0% | +24.3% | +15.1% |
| 3M | +57.4% | -2.3% | +59.7% | +56.0% |
| 6M | +86.7% | +10.5% | +76.1% | +78.2% |
| YTD | +33.1% | +33.0% | 0.0% | +20.8% |
| 1Y | +16.1% | +41.1% | -25.0% | +3.3% |
| 3Y | -24.6% | +207.5% | -232.1% | -48.1% |
| 5Y | -63.5% | +290.7% | -354.2% | -77.1% |
| All | +5.2% | +476.5% | -471.3% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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