+14.9%
CART vs AVTR
+16.8%
-1.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -1.2% |
| 7D | +1.0% | +2.7% | -1.6% | +0.9% |
| 30D | +12.6% | +12.1% | +0.6% | +11.8% |
| 3M | +23.1% | +57.2% | -34.1% | +20.1% |
| 6M | +39.5% | +73.1% | -33.5% | +36.0% |
| YTD | +13.5% | +30.6% | -17.1% | +12.3% |
| 1Y | +14.9% | +13.5% | +1.4% | +12.9% |
| All | +14.9% | +16.8% | -1.9% | +12.9% |
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