+2.6%
AVTR vs CG
+162.8%
-160.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.0% |
| 7D | -2.0% | -9.8% | +7.8% | +2.3% |
| 30D | +8.1% | -10.3% | +18.4% | +12.9% |
| 3M | +54.2% | -1.7% | +55.9% | +53.8% |
| 6M | +82.6% | -9.8% | +92.4% | +88.8% |
| YTD | +29.8% | -25.6% | +55.4% | +45.7% |
| 1Y | +18.0% | -32.5% | +50.5% | +37.0% |
| 3Y | -26.4% | +45.6% | -72.1% | -42.5% |
| 5Y | -64.8% | +3.7% | -68.5% | -69.6% |
| All | +2.6% | +162.8% | -160.2% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling