-15.3%
AVTR vs CDW
-21.8%
+6.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | -3.6% | +2.1% | -5.7% | -4.6% |
| 30D | +0.8% | +14.7% | -14.0% | -4.4% |
| 3M | +17.4% | +11.1% | +6.3% | +11.6% |
| 6M | +83.5% | +45.6% | +37.9% | +54.3% |
| YTD | +35.0% | +17.1% | +17.9% | +22.3% |
| 1Y | +36.7% | +13.2% | +23.5% | +26.2% |
| 3Y | -15.3% | -22.2% | +6.9% | -9.2% |
| All | -15.3% | -21.8% | +6.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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