+72.5%
CART vs AVTR
-27.8%
+100.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.4% |
| 7D | +3.0% | -3.6% | +6.6% | +3.2% |
| 30D | +28.6% | +0.8% | +27.8% | +28.5% |
| 3M | +29.1% | +17.4% | +11.7% | +27.5% |
| 6M | +44.7% | +83.5% | -38.8% | +38.6% |
| YTD | +29.2% | +35.0% | -5.8% | +26.4% |
| 1Y | +66.2% | +36.7% | +29.5% | +62.4% |
| 3Y | +112.8% | -15.3% | +128.1% | +121.8% |
| All | +72.5% | -27.8% | +100.2% | +56.7% |
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