-27.6%
CAG vs AVTR
+3.6%
-31.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.6% |
| 7D | -5.3% | +7.4% | -12.7% | -5.9% |
| 30D | +1.0% | +12.2% | -11.2% | -0.1% |
| 3M | +17.4% | +57.4% | -40.0% | +12.5% |
| 6M | -16.8% | +86.7% | -103.5% | -21.6% |
| YTD | -6.8% | +33.1% | -39.9% | -9.7% |
| 1Y | -15.4% | +16.1% | -31.5% | -17.4% |
| 3Y | -37.1% | -24.6% | -12.5% | -37.1% |
| 5Y | -41.3% | -63.5% | +22.2% | -38.6% |
| All | -27.6% | +3.6% | -31.2% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling