+73.5%
CART vs AVTR
-25.7%
+99.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.3% | +0.4% |
| 7D | +1.5% | +1.9% | -0.4% | +1.4% |
| 30D | +22.4% | +1.5% | +20.9% | +22.3% |
| 3M | +16.5% | +17.1% | -0.5% | +15.1% |
| 6M | +44.9% | +91.5% | -46.6% | +38.3% |
| YTD | +30.0% | +38.8% | -8.9% | +26.9% |
| 1Y | +59.1% | +37.7% | +21.3% | +55.4% |
| 3Y | +138.8% | -13.5% | +152.3% | +148.0% |
| All | +73.5% | -25.7% | +99.2% | +57.2% |
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