+5.2%
AVTR vs CBOE
+209.6%
-204.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.4% |
| 7D | +7.4% | -4.6% | +12.0% | +8.9% |
| 30D | +12.2% | +2.6% | +9.6% | +11.0% |
| 3M | +57.4% | +4.9% | +52.4% | +53.9% |
| 6M | +86.7% | -2.2% | +88.8% | +84.4% |
| YTD | +33.1% | +17.7% | +15.3% | +22.7% |
| 1Y | +16.1% | +26.1% | -9.9% | +4.2% |
| 3Y | -24.6% | +97.1% | -121.7% | -47.3% |
| 5Y | -63.5% | +149.2% | -212.7% | -77.8% |
| All | +5.2% | +209.6% | -204.4% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling