-27.7%
AVTR vs CP
+19.6%
-47.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.6% |
| 7D | +2.7% | -2.7% | +5.4% | +4.2% |
| 30D | +12.1% | +0.2% | +11.9% | +11.9% |
| 3M | +57.2% | +2.6% | +54.7% | +54.9% |
| 6M | +73.1% | +6.0% | +67.1% | +67.0% |
| YTD | +30.6% | +24.9% | +5.7% | +13.9% |
| 1Y | +13.5% | +20.1% | -6.6% | +1.5% |
| All | -27.7% | +19.6% | -47.3% | -36.5% |
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