+174.7%
CFG vs AVTR
+3.6%
+171.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.8% |
| 7D | +2.7% | +7.4% | -4.7% | +0.1% |
| 30D | -3.7% | +12.2% | -15.9% | -7.7% |
| 3M | +9.5% | +57.4% | -47.9% | -8.4% |
| 6M | +22.2% | +86.7% | -64.4% | -4.8% |
| YTD | +22.3% | +33.1% | -10.7% | +7.4% |
| 1Y | +39.4% | +16.1% | +23.3% | +25.1% |
| 3Y | +188.5% | -24.6% | +213.1% | +193.2% |
| 5Y | +101.5% | -63.5% | +165.0% | +173.3% |
| All | +174.7% | +3.6% | +171.1% | +88.2% |
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 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