+7.7%
AVTR vs CG
+140.1%
-132.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +1.1% |
| 7D | +3.2% | -1.5% | +4.7% | +3.7% |
| 30D | +0.5% | +5.7% | -5.2% | -2.3% |
| 3M | +12.1% | -17.9% | +30.0% | +20.8% |
| 6M | +91.2% | -20.2% | +111.4% | +107.0% |
| YTD | +36.3% | -32.0% | +68.3% | +57.8% |
| 1Y | +35.2% | -27.0% | +62.3% | +51.7% |
| 3Y | -15.8% | +42.8% | -58.6% | -34.2% |
| 5Y | -58.9% | -23.4% | -35.5% | -58.7% |
| All | +7.7% | +140.1% | -132.4% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling