-39.7%
CAG vs AVTR
-27.0%
-12.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.2% |
| 3M | +9.8% | +53.3% | -43.5% | +4.1% |
| 6M | -10.8% | +78.6% | -89.5% | -17.3% |
| YTD | -10.8% | +29.2% | -40.0% | -14.1% |
| 1Y | -19.0% | +13.8% | -32.8% | -21.2% |
| 3Y | -39.7% | -27.4% | -12.2% | -40.3% |
| All | -39.7% | -27.0% | -12.7% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling