+71.5%
CART vs AVTR
-29.3%
+100.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.8% | -2.2% |
| 7D | +1.2% | -9.2% | +10.4% | +2.0% |
| 30D | +27.1% | -1.9% | +29.0% | +27.3% |
| 3M | +27.4% | +13.3% | +14.1% | +26.2% |
| 6M | +32.1% | +88.1% | -56.0% | +26.4% |
| YTD | +28.5% | +32.1% | -3.6% | +25.9% |
| 1Y | +58.8% | +30.7% | +28.1% | +55.8% |
| 3Y | +114.8% | -17.6% | +132.3% | +123.9% |
| All | +71.5% | -29.3% | +100.8% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling