+6.7%
AVTR vs CP
+116.8%
-110.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +3.2% |
| 7D | -3.6% | +2.8% | -6.4% | -5.3% |
| 30D | +0.8% | +10.2% | -9.4% | -5.1% |
| 3M | +17.4% | +2.4% | +15.0% | +15.4% |
| 6M | +83.5% | +7.7% | +75.8% | +74.7% |
| YTD | +35.0% | +26.0% | +9.0% | +15.6% |
| 1Y | +36.7% | +34.6% | +2.0% | +12.3% |
| 3Y | -15.3% | +26.7% | -42.0% | -28.7% |
| 5Y | -59.5% | +24.9% | -84.4% | -66.5% |
| All | +6.7% | +116.8% | -110.2% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling