+56.6%
CART vs AVTR
+34.2%
+22.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.2% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +22.4% | -0.6% | +23.1% | +22.5% |
| 3M | +15.6% | +13.4% | +2.2% | +14.5% |
| 6M | +44.9% | +87.4% | -42.5% | +40.5% |
| YTD | +30.0% | +35.9% | -5.9% | +29.7% |
| 1Y | +56.6% | +35.4% | +21.2% | +61.8% |
| All | +56.6% | +34.2% | +22.4% | +61.8% |
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 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