+425.9%
CARR vs AVTR
+77.1%
+348.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.4% |
| 7D | +0.6% | +1.6% | -0.9% | +0.3% |
| 30D | -8.7% | +8.4% | -17.0% | -10.4% |
| 3M | -18.4% | +50.2% | -68.5% | -26.8% |
| 6M | -0.6% | +82.6% | -83.2% | -15.4% |
| YTD | +10.9% | +29.8% | -18.9% | +2.1% |
| 1Y | -7.3% | +16.0% | -23.3% | -14.0% |
| 3Y | +2.9% | -26.4% | +29.3% | +5.3% |
| 5Y | +9.6% | -64.5% | +74.1% | +32.0% |
| All | +425.9% | +77.1% | +348.8% | +373.8% |
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 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