+2.6%
AVTR vs COPX
+472.2%
-469.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.7% |
| 7D | +1.6% | +6.0% | -4.4% | -0.4% |
| 30D | +8.4% | +6.4% | +1.9% | +6.0% |
| 3M | +50.2% | +19.3% | +30.9% | +40.2% |
| 6M | +82.6% | +16.2% | +66.3% | +70.1% |
| YTD | +29.8% | +33.2% | -3.3% | +13.2% |
| 1Y | +16.0% | +90.2% | -74.3% | -12.6% |
| 3Y | -26.4% | +175.7% | -202.1% | -54.2% |
| 5Y | -64.5% | +193.1% | -257.6% | -79.4% |
| All | +2.6% | +472.2% | -469.6% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling