+2.1%
AVTR vs CBOE
+196.6%
-194.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.2% |
| 7D | -1.1% | -5.8% | +4.7% | +0.8% |
| 30D | +6.3% | -3.1% | +9.5% | +7.1% |
| 3M | +53.3% | -4.8% | +58.1% | +54.8% |
| 6M | +78.6% | -0.6% | +79.2% | +75.1% |
| YTD | +29.2% | +12.8% | +16.4% | +20.7% |
| 1Y | +13.8% | +19.8% | -5.9% | +3.8% |
| 3Y | -27.4% | +86.9% | -114.4% | -48.3% |
| 5Y | -65.0% | +136.5% | -201.5% | -78.4% |
| All | +2.1% | +196.6% | -194.5% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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