+3.2%
AVTR vs CLBK
+64.4%
-61.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +2.7% | +1.2% | +1.5% | +2.3% |
| 30D | +12.1% | +9.1% | +2.9% | +8.7% |
| 3M | +57.2% | +27.7% | +29.6% | +44.3% |
| 6M | +73.1% | +40.8% | +32.2% | +53.3% |
| YTD | +30.6% | +66.4% | -35.8% | +9.1% |
| 1Y | +13.5% | +72.4% | -58.9% | -6.5% |
| 3Y | -31.0% | +50.7% | -81.7% | -42.0% |
| 5Y | -63.2% | +42.9% | -106.2% | -70.4% |
| All | +3.2% | +64.4% | -61.1% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling