+7.7%
AVTR vs CRL
+160.6%
-152.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +3.2% | +8.9% | -5.7% | -1.8% |
| 30D | +0.5% | +14.0% | -13.5% | -7.6% |
| 3M | +12.1% | +19.8% | -7.7% | -0.1% |
| 6M | +91.2% | +102.0% | -10.8% | +25.0% |
| YTD | +36.3% | +70.8% | -34.5% | -3.2% |
| 1Y | +35.2% | +98.7% | -63.5% | -12.1% |
| 3Y | -15.8% | +98.2% | -114.0% | -48.9% |
| 5Y | -58.9% | -11.7% | -47.2% | -59.6% |
| All | +7.7% | +160.6% | -152.9% | -56.6% |
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