+157.5%
CFG vs AVTR
+8.1%
+149.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +1.9% |
| 7D | +0.3% | +1.9% | -1.7% | -0.4% |
| 30D | +3.2% | +1.5% | +1.7% | +2.6% |
| 3M | -9.7% | +17.1% | -26.8% | -15.0% |
| 6M | +3.6% | +91.5% | -87.8% | -19.9% |
| YTD | +14.7% | +38.8% | -24.1% | -1.1% |
| 1Y | +29.6% | +37.7% | -8.2% | +11.9% |
| 3Y | +190.6% | -13.5% | +204.0% | +178.2% |
| 5Y | +67.1% | -59.3% | +126.4% | +117.1% |
| All | +157.5% | +8.1% | +149.4% | +73.4% |
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