+675.6%
CAT vs AVTR
+3.6%
+672.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.8% | +0.7% |
| 7D | +5.6% | +7.4% | -1.8% | +4.2% |
| 30D | -2.3% | +12.2% | -14.6% | -4.4% |
| 3M | -10.0% | +57.4% | -67.4% | -18.4% |
| 6M | +21.2% | +86.7% | -65.4% | +5.8% |
| YTD | +44.4% | +33.1% | +11.4% | +34.5% |
| 1Y | +96.3% | +16.1% | +80.1% | +83.8% |
| 3Y | +203.9% | -24.6% | +228.5% | +207.2% |
| 5Y | +333.5% | -63.5% | +397.0% | +405.8% |
| All | +675.6% | +3.6% | +672.0% | +578.5% |
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