+2.1%
AVTR vs COPX
+431.7%
-429.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -1.1% | -2.3% | +1.3% | -0.4% |
| 30D | +6.3% | +0.3% | +6.1% | +6.0% |
| 3M | +53.3% | +6.8% | +46.5% | +48.7% |
| 6M | +78.6% | +7.9% | +70.7% | +70.5% |
| YTD | +29.2% | +23.7% | +5.5% | +15.4% |
| 1Y | +13.8% | +71.5% | -57.7% | -11.1% |
| 3Y | -27.4% | +149.1% | -176.5% | -53.1% |
| 5Y | -65.0% | +167.3% | -232.3% | -79.0% |
| All | +2.1% | +431.7% | -429.6% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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