+2.6%
AVTR vs CPAY
+51.3%
-48.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | +1.6% | -2.5% | +4.0% | +2.7% |
| 30D | +8.4% | +1.3% | +7.1% | +7.7% |
| 3M | +50.2% | +13.5% | +36.7% | +41.5% |
| 6M | +82.6% | +24.7% | +57.9% | +64.0% |
| YTD | +29.8% | +34.9% | -5.1% | +11.6% |
| 1Y | +16.0% | +29.7% | -13.7% | +1.6% |
| 3Y | -26.4% | +49.4% | -75.8% | -40.6% |
| 5Y | -64.5% | +53.5% | -117.9% | -72.5% |
| All | +2.6% | +51.3% | -48.7% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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