+180.2%
CAH vs AVTR
-26.6%
+206.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.2% |
| 7D | -2.2% | +1.6% | -3.8% | -2.2% |
| 30D | +1.2% | +8.4% | -7.2% | +1.3% |
| 3M | +13.1% | +50.2% | -37.1% | +13.7% |
| 6M | +8.5% | +82.6% | -74.1% | +9.4% |
| YTD | +17.6% | +29.8% | -12.2% | +18.4% |
| 1Y | +60.7% | +16.0% | +44.7% | +61.4% |
| All | +180.2% | -26.6% | +206.8% | +184.8% |
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