-64.4%
AVTR vs CP
+32.0%
-96.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.6% |
| 7D | +2.7% | -2.7% | +5.4% | +4.1% |
| 30D | +12.1% | +0.2% | +11.9% | +12.0% |
| 3M | +57.2% | +2.6% | +54.7% | +55.1% |
| 6M | +73.1% | +6.0% | +67.1% | +67.5% |
| YTD | +30.6% | +24.9% | +5.7% | +15.6% |
| 1Y | +13.5% | +20.1% | -6.6% | +2.7% |
| 3Y | -31.0% | +16.4% | -47.4% | -37.5% |
| All | -64.4% | +32.0% | -96.4% | -69.6% |
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