-27.1%
AVTR vs CHD
+1.8%
-28.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.9% |
| 7D | +1.6% | -4.2% | +5.7% | +3.0% |
| 30D | +8.4% | -7.6% | +15.9% | +11.3% |
| 3M | +50.2% | -1.6% | +51.7% | +50.5% |
| 6M | +82.6% | -6.3% | +88.9% | +86.3% |
| YTD | +29.8% | +14.6% | +15.2% | +20.5% |
| 1Y | +16.0% | +1.6% | +14.4% | +12.4% |
| All | -27.1% | +1.8% | -28.9% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling