+3.2%
AVTR vs CDW
+59.8%
-56.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +2.7% | +3.2% | -0.5% | +1.1% |
| 30D | +12.1% | +9.3% | +2.8% | +6.7% |
| 3M | +57.2% | +9.8% | +47.5% | +48.0% |
| 6M | +73.1% | +23.3% | +49.7% | +48.0% |
| YTD | +30.6% | +13.7% | +17.0% | +17.1% |
| 1Y | +13.5% | -6.5% | +20.0% | +12.6% |
| 3Y | -31.0% | -25.2% | -5.8% | -24.2% |
| 5Y | -63.2% | -19.5% | -43.7% | -62.3% |
| All | +3.2% | +59.8% | -56.5% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling