-64.4%
AVTR vs CPB
-39.5%
-24.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +1.9% | -0.8% |
| 7D | +2.7% | -8.6% | +11.3% | +4.2% |
| 30D | +12.1% | -7.2% | +19.3% | +13.4% |
| 3M | +57.2% | +0.9% | +56.4% | +56.5% |
| 6M | +73.1% | -11.8% | +84.9% | +75.9% |
| YTD | +30.6% | -19.4% | +50.0% | +34.7% |
| 1Y | +13.5% | -30.4% | +43.9% | +20.4% |
| 3Y | -31.0% | -40.2% | +9.1% | -25.2% |
| All | -64.4% | -39.5% | -24.9% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling