+3.2%
AVTR vs CG
+186.6%
-183.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | +2.7% | -4.3% | +7.0% | +4.6% |
| 30D | +12.1% | -5.1% | +17.1% | +14.3% |
| 3M | +57.2% | +8.7% | +48.6% | +50.4% |
| 6M | +73.1% | -9.2% | +82.3% | +78.7% |
| YTD | +30.6% | -18.9% | +49.5% | +41.3% |
| 1Y | +13.5% | -25.6% | +39.1% | +26.4% |
| 3Y | -31.0% | +57.3% | -88.3% | -47.8% |
| 5Y | -63.2% | +10.2% | -73.4% | -68.9% |
| All | +3.2% | +186.6% | -183.3% | -47.4% |
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