+2.6%
AVTR vs COO
-12.2%
+14.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.2% | +3.8% | +1.4% |
| 7D | +1.6% | -9.0% | +10.5% | +7.5% |
| 30D | +8.4% | -16.8% | +25.2% | +21.2% |
| 3M | +50.2% | -7.5% | +57.6% | +56.9% |
| 6M | +82.6% | -16.3% | +98.9% | +101.9% |
| YTD | +29.8% | -22.5% | +52.4% | +50.8% |
| 1Y | +16.0% | -7.0% | +23.0% | +20.2% |
| 3Y | -26.4% | -27.5% | +1.0% | -15.6% |
| 5Y | -64.5% | -43.3% | -21.1% | -52.0% |
| All | +2.6% | -12.2% | +14.8% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling