+74.7%
CART vs AVTR
-27.5%
+102.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +1.3% | +0.5% | +0.8% | +1.3% |
| 30D | +19.2% | -1.0% | +20.2% | +19.3% |
| 3M | +17.6% | +12.2% | +5.3% | +16.5% |
| 6M | +47.4% | +97.5% | -50.1% | +40.5% |
| YTD | +30.9% | +35.6% | -4.7% | +28.0% |
| 1Y | +46.0% | +32.8% | +13.2% | +43.0% |
| 3Y | +130.3% | -16.5% | +146.8% | +138.9% |
| All | +74.7% | -27.5% | +102.1% | +58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling