+36.8%
AVTR vs CG
-19.9%
+56.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.5% |
| 7D | +0.5% | -3.8% | +4.3% | +1.8% |
| 30D | +1.5% | +7.5% | -6.0% | -1.4% |
| 3M | +14.2% | -14.4% | +28.6% | +21.3% |
| 6M | +97.4% | -15.7% | +113.0% | +111.0% |
| YTD | +37.3% | -29.0% | +66.2% | +62.5% |
| 1Y | +36.8% | -22.1% | +58.9% | +53.2% |
| All | +36.8% | -19.9% | +56.7% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling