+6.7%
AVTR vs CDW
+64.6%
-57.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | -3.6% | +2.1% | -5.7% | -5.0% |
| 30D | +0.8% | +14.7% | -14.0% | -6.4% |
| 3M | +17.4% | +11.1% | +6.3% | +9.2% |
| 6M | +83.5% | +45.6% | +37.9% | +45.9% |
| YTD | +35.0% | +17.1% | +17.9% | +17.5% |
| 1Y | +36.7% | +13.2% | +23.5% | +21.2% |
| 3Y | -15.3% | -22.2% | +6.9% | -10.2% |
| 5Y | -59.5% | -10.1% | -49.4% | -61.5% |
| All | +6.7% | +64.6% | -57.9% | -30.6% |
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