-16.5%
AVTR vs CASY
+161.8%
-178.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +0.5% | +3.6% | -3.1% | +0.3% |
| 30D | -1.0% | +9.1% | -10.1% | -1.5% |
| 3M | +12.2% | -16.5% | +28.7% | +13.0% |
| 6M | +97.5% | -19.7% | +117.2% | +100.8% |
| YTD | +35.6% | +29.3% | +6.3% | +28.6% |
| 1Y | +32.8% | +33.1% | -0.3% | +25.1% |
| 3Y | -16.5% | +158.5% | -175.0% | -26.6% |
| All | -16.5% | +161.8% | -178.3% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling