+628.5%
CCJ vs AVTR
+6.1%
+622.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | +5.0% | +3.2% | +1.9% | +4.3% |
| 30D | -16.7% | +0.5% | -17.1% | -16.7% |
| 3M | -27.5% | +12.1% | -39.6% | -29.5% |
| 6M | -38.6% | +91.2% | -129.8% | -48.4% |
| YTD | -21.5% | +36.3% | -57.8% | -28.9% |
| 1Y | -22.3% | +35.2% | -57.5% | -29.6% |
| 3Y | +69.9% | -15.8% | +85.7% | +65.1% |
| 5Y | +163.6% | -58.9% | +222.5% | +220.8% |
| All | +628.5% | +6.1% | +622.4% | +478.0% |
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