+466.1%
CAT vs AVTR
+8.1%
+458.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.8% | +4.4% | +6.7% |
| 7D | -2.4% | +1.9% | -4.3% | -2.7% |
| 30D | -25.0% | +1.5% | -26.5% | -25.2% |
| 3M | -28.7% | +17.1% | -45.8% | -30.8% |
| 6M | -33.0% | +91.5% | -124.4% | -41.7% |
| YTD | +5.4% | +38.8% | -33.4% | -2.7% |
| 1Y | +7.3% | +37.7% | -30.5% | -1.0% |
| 3Y | +166.0% | -13.5% | +179.5% | +161.2% |
| 5Y | +210.1% | -59.3% | +269.4% | +253.8% |
| All | +466.1% | +8.1% | +458.0% | +391.0% |
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 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