-58.9%
AVTR vs CLBK
+27.9%
-86.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +3.2% | +2.5% | +0.7% | +2.6% |
| 30D | +0.5% | +3.7% | -3.2% | -0.5% |
| 3M | +12.1% | -3.3% | +15.4% | +12.9% |
| 6M | +91.2% | +29.6% | +61.5% | +78.4% |
| YTD | +36.3% | +60.3% | -24.0% | +20.4% |
| 1Y | +35.2% | +63.4% | -28.2% | +18.8% |
| 3Y | -15.8% | +53.8% | -69.7% | -26.1% |
| 5Y | -58.9% | +29.0% | -87.9% | -62.5% |
| All | -58.9% | +27.9% | -86.8% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling