+234.6%
CF vs AVTR
+5.1%
+229.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | -3.2% | -3.6% | +0.4% | -2.5% |
| 30D | +4.3% | +0.8% | +3.5% | +4.0% |
| 3M | +2.8% | +17.4% | -14.6% | -0.6% |
| 6M | +0.6% | +83.5% | -82.9% | -11.6% |
| YTD | +56.6% | +35.0% | +21.6% | +45.7% |
| 1Y | +49.6% | +36.7% | +13.0% | +38.5% |
| 3Y | +61.5% | -15.3% | +76.8% | +59.8% |
| 5Y | +124.0% | -59.5% | +183.4% | +165.9% |
| All | +234.6% | +5.1% | +229.5% | +153.4% |
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