+617.9%
CCJ vs AVTR
+5.6%
+612.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | -13.2% | -1.0% | -12.2% | -12.9% |
| 3M | -27.6% | +12.2% | -39.8% | -29.7% |
| 6M | -38.7% | +97.5% | -136.2% | -48.9% |
| YTD | -22.7% | +35.6% | -58.3% | -29.8% |
| 1Y | -17.6% | +32.8% | -50.4% | -24.9% |
| 3Y | +62.7% | -16.5% | +79.2% | +58.5% |
| 5Y | +159.7% | -59.1% | +218.9% | +216.5% |
| All | +617.9% | +5.6% | +612.3% | +470.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling