-64.5%
AVTR vs CDW
-23.8%
-40.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -1.8% |
| 7D | +1.6% | -4.2% | +5.8% | +3.4% |
| 30D | +8.4% | +4.9% | +3.5% | +5.7% |
| 3M | +50.2% | +7.3% | +42.9% | +43.6% |
| 6M | +82.6% | +19.2% | +63.4% | +60.3% |
| YTD | +29.8% | +6.2% | +23.7% | +21.6% |
| 1Y | +16.0% | -14.0% | +30.0% | +20.7% |
| 3Y | -26.4% | -30.0% | +3.5% | -17.2% |
| 5Y | -64.5% | -23.6% | -40.9% | -63.2% |
| All | -64.5% | -23.8% | -40.7% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling