-16.5%
AVTR vs CP
+36.4%
-52.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +0.5% | +2.1% | -1.7% | -0.7% |
| 30D | -1.0% | +9.3% | -10.3% | -5.9% |
| 3M | +12.2% | +0.5% | +11.7% | +11.7% |
| 6M | +97.5% | +10.4% | +87.0% | +86.1% |
| YTD | +35.6% | +28.7% | +6.9% | +15.8% |
| 1Y | +32.8% | +33.2% | -0.4% | +10.9% |
| 3Y | -16.5% | +38.4% | -54.9% | -32.2% |
| All | -16.5% | +36.4% | -52.9% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling