+2.6%
AVTR vs CP
+111.4%
-108.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -1.7% |
| 7D | +1.6% | +0.6% | +1.0% | +1.2% |
| 30D | +8.4% | -0.5% | +8.9% | +8.7% |
| 3M | +50.2% | +0.1% | +50.1% | +49.9% |
| 6M | +82.6% | +7.8% | +74.8% | +73.6% |
| YTD | +29.8% | +22.9% | +7.0% | +13.2% |
| 1Y | +16.0% | +21.3% | -5.3% | +2.2% |
| 3Y | -26.4% | +20.4% | -46.8% | -36.0% |
| 5Y | -64.5% | +34.9% | -99.4% | -72.2% |
| All | +2.6% | +111.4% | -108.8% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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