+3.2%
AVTR vs CRL
+120.6%
-117.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -0.5% |
| 7D | +2.7% | -1.0% | +3.7% | +3.3% |
| 30D | +12.1% | +10.7% | +1.4% | +5.7% |
| 3M | +57.2% | +55.3% | +2.0% | +21.0% |
| 6M | +73.1% | +60.7% | +12.4% | +29.1% |
| YTD | +30.6% | +44.6% | -14.0% | +3.3% |
| 1Y | +13.5% | +77.7% | -64.3% | -19.9% |
| 3Y | -31.0% | +37.6% | -68.6% | -47.5% |
| 5Y | -63.2% | -35.8% | -27.4% | -55.2% |
| All | +3.2% | +120.6% | -117.4% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling