+158.6%
CFG vs AVTR
+6.9%
+151.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.5% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | +3.1% | +1.5% | +1.6% | +2.5% |
| 3M | -9.7% | +14.2% | -23.9% | -14.2% |
| 6M | +6.7% | +97.4% | -90.7% | -18.4% |
| YTD | +15.2% | +37.3% | -22.1% | -0.2% |
| 1Y | +28.8% | +36.8% | -8.0% | +11.5% |
| 3Y | +190.1% | -15.2% | +205.3% | +180.0% |
| 5Y | +63.4% | -59.2% | +122.6% | +111.6% |
| All | +158.6% | +6.9% | +151.8% | +74.8% |
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