+95.4%
CAT vs AVTR
+16.8%
+78.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +1.6% |
| 7D | +1.7% | +2.7% | -1.0% | +1.9% |
| 30D | -6.6% | +12.1% | -18.6% | -5.7% |
| 3M | -13.3% | +57.2% | -70.5% | -11.2% |
| 6M | +11.6% | +73.1% | -61.4% | +14.2% |
| YTD | +42.9% | +30.6% | +12.3% | +43.3% |
| 1Y | +95.4% | +13.5% | +81.9% | +81.3% |
| All | +95.4% | +16.8% | +78.7% | +81.3% |
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