-27.1%
AVTR vs CBOE
+93.5%
-120.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.1% |
| 7D | -2.0% | -3.7% | +1.6% | -2.3% |
| 30D | +8.1% | +2.0% | +6.1% | +8.2% |
| 3M | +54.2% | -4.2% | +58.4% | +54.0% |
| 6M | +82.6% | +1.2% | +81.4% | +83.7% |
| YTD | +29.8% | +15.4% | +14.5% | +33.9% |
| 1Y | +18.0% | +23.5% | -5.5% | +23.4% |
| All | -27.1% | +93.5% | -120.6% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling