+16.1%
AVTR vs CP
+19.5%
-3.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +7.4% | +2.4% | +5.0% | +6.2% |
| 30D | +12.2% | -0.5% | +12.7% | +12.5% |
| 3M | +57.4% | +1.4% | +56.0% | +56.2% |
| 6M | +86.7% | +10.3% | +76.3% | +77.9% |
| YTD | +33.1% | +24.3% | +8.8% | +18.6% |
| 1Y | +16.1% | +20.4% | -4.3% | +8.1% |
| All | +16.1% | +19.5% | -3.3% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling