-65.0%
AVTR vs CBOE
+136.7%
-201.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.2% |
| 7D | -1.1% | -5.8% | +4.7% | -0.4% |
| 30D | +6.3% | -3.1% | +9.5% | +6.5% |
| 3M | +53.3% | -4.8% | +58.1% | +54.2% |
| 6M | +78.6% | -0.6% | +79.2% | +77.3% |
| YTD | +29.2% | +12.8% | +16.4% | +26.0% |
| 1Y | +13.8% | +19.8% | -5.9% | +10.0% |
| 3Y | -27.4% | +86.9% | -114.4% | -40.8% |
| All | -65.0% | +136.7% | -201.7% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling