-19.0%
CAG vs AVTR
+16.7%
-35.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -5.7% | -1.1% | -4.6% | -5.6% |
| 30D | -2.4% | +6.3% | -8.7% | -3.0% |
| 3M | +9.8% | +53.3% | -43.5% | +5.6% |
| 6M | -10.8% | +78.6% | -89.5% | -15.6% |
| YTD | -10.8% | +29.2% | -40.0% | -13.3% |
| 1Y | -19.0% | +13.8% | -32.8% | -21.4% |
| All | -19.0% | +16.7% | -35.7% | -21.4% |
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