+342.9%
CCJ vs AVTR
-64.4%
+407.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.1% |
| 7D | +4.2% | +1.6% | +2.6% | +3.9% |
| 30D | +3.2% | +8.4% | -5.2% | +1.8% |
| 3M | -1.8% | +50.2% | -52.0% | -9.3% |
| 6M | -13.5% | +82.6% | -96.1% | -23.3% |
| YTD | +9.7% | +29.8% | -20.1% | +3.1% |
| 1Y | +30.0% | +16.0% | +14.0% | +22.7% |
| 3Y | +172.6% | -26.4% | +199.0% | +176.3% |
| 5Y | +342.9% | -64.5% | +407.4% | +404.2% |
| All | +342.9% | -64.4% | +407.4% | +404.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling