+186.9%
CB vs AVTR
+5.8%
+181.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.8% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +8.2% | -0.6% | +8.8% | +8.2% |
| 3M | +6.3% | +13.4% | -7.1% | +4.3% |
| 6M | +16.2% | +87.4% | -71.2% | +5.5% |
| YTD | +19.3% | +35.9% | -16.5% | +13.1% |
| 1Y | +29.2% | +35.4% | -6.2% | +22.3% |
| 3Y | +71.4% | -16.1% | +87.6% | +69.5% |
| 5Y | +104.2% | -59.4% | +163.6% | +132.5% |
| All | +186.9% | +5.8% | +181.1% | +132.5% |
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