-13.5%
AVTR vs CRL
+99.4%
-112.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.8% | +0.5% |
| 7D | +1.9% | +4.4% | -2.4% | -0.6% |
| 30D | +1.5% | +17.1% | -15.5% | -6.9% |
| 3M | +17.1% | +32.1% | -15.0% | +0.7% |
| 6M | +91.5% | +98.9% | -7.5% | +32.2% |
| YTD | +38.8% | +77.1% | -38.3% | +0.7% |
| 1Y | +37.7% | +110.3% | -72.5% | -8.5% |
| 3Y | -13.5% | +108.5% | -122.0% | -43.3% |
| All | -13.5% | +99.4% | -112.9% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling