-60.3%
AVTR vs CP
+24.4%
-84.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +3.0% |
| 7D | -3.6% | +2.8% | -6.4% | -5.0% |
| 30D | +0.8% | +10.2% | -9.4% | -4.2% |
| 3M | +17.4% | +2.4% | +15.0% | +15.8% |
| 6M | +83.5% | +7.7% | +75.8% | +76.1% |
| YTD | +35.0% | +26.0% | +9.0% | +18.4% |
| 1Y | +36.7% | +34.6% | +2.0% | +15.6% |
| 3Y | -15.3% | +26.7% | -42.0% | -26.5% |
| All | -60.3% | +24.4% | -84.7% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling