+183.7%
CB vs AVTR
+5.1%
+178.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.1% |
| 7D | +0.2% | -3.6% | +3.9% | +0.7% |
| 30D | +9.1% | +0.8% | +8.3% | +8.9% |
| 3M | +3.4% | +17.4% | -14.0% | +1.0% |
| 6M | +14.1% | +83.5% | -69.4% | +3.9% |
| YTD | +18.0% | +35.0% | -17.0% | +11.9% |
| 1Y | +30.1% | +36.7% | -6.5% | +23.0% |
| 3Y | +71.8% | -15.3% | +87.1% | +69.4% |
| 5Y | +101.8% | -59.5% | +161.3% | +129.8% |
| All | +183.7% | +5.1% | +178.6% | +130.1% |
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