+2.6%
AVTR vs CRL
+112.9%
-110.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -1.9% |
| 7D | +1.6% | -4.6% | +6.2% | +4.3% |
| 30D | +8.4% | +0.5% | +7.9% | +8.0% |
| 3M | +50.2% | +46.6% | +3.5% | +19.2% |
| 6M | +82.6% | +57.3% | +25.3% | +37.8% |
| YTD | +29.8% | +39.5% | -9.7% | +4.7% |
| 1Y | +16.0% | +76.9% | -60.9% | -18.0% |
| 3Y | -26.4% | +39.4% | -65.8% | -44.6% |
| 5Y | -64.5% | -37.2% | -27.3% | -56.4% |
| All | +2.6% | +112.9% | -110.2% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling