-11.8%
CAG vs AVTR
+16.8%
-28.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.8% |
| 7D | -3.8% | +2.7% | -6.5% | -4.0% |
| 30D | +3.1% | +12.1% | -8.9% | +2.1% |
| 3M | +23.5% | +57.2% | -33.8% | +18.4% |
| 6M | -14.8% | +73.1% | -87.9% | -19.2% |
| YTD | -5.4% | +30.6% | -36.1% | -8.1% |
| 1Y | -11.8% | +13.5% | -25.3% | -14.3% |
| All | -11.8% | +16.8% | -28.6% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 1y: compounded portfolio wealth divided by compounded AVTR 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…
1y analysis · Full analysis span regression · 6 months rolling