-24.6%
AVTR vs CPB
-40.5%
+15.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.3% |
| 7D | +7.4% | -8.2% | +15.6% | +10.0% |
| 30D | +12.2% | -5.6% | +17.8% | +13.8% |
| 3M | +57.4% | +3.0% | +54.4% | +54.9% |
| 6M | +86.7% | -12.7% | +99.4% | +93.2% |
| YTD | +33.1% | -18.0% | +51.0% | +40.2% |
| 1Y | +16.1% | -31.7% | +47.9% | +31.2% |
| 3Y | -24.6% | -41.0% | +16.3% | -10.3% |
| All | -24.6% | -40.5% | +15.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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