+201.7%
CAT vs AVTR
-27.6%
+229.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +1.9% |
| 7D | +1.7% | +2.7% | -1.0% | +1.4% |
| 30D | -6.6% | +12.1% | -18.6% | -7.8% |
| 3M | -13.3% | +57.2% | -70.5% | -18.8% |
| 6M | +11.6% | +73.1% | -61.4% | +2.6% |
| YTD | +42.9% | +30.6% | +12.3% | +36.8% |
| 1Y | +95.4% | +13.5% | +81.9% | +86.0% |
| All | +201.7% | -27.6% | +229.3% | +218.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling