+86.4%
CHRW vs AVTR
+5.8%
+80.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -9.4% | -0.6% | -8.7% | -9.3% |
| 3M | -12.6% | +13.4% | -26.0% | -14.3% |
| 6M | -24.2% | +87.4% | -111.5% | -31.1% |
| YTD | -18.9% | +35.9% | -54.7% | -23.1% |
| 1Y | -13.7% | +35.4% | -49.1% | -18.2% |
| 3Y | +72.6% | -16.1% | +88.7% | +69.7% |
| 5Y | +55.6% | -59.4% | +114.9% | +66.9% |
| All | +86.4% | +5.8% | +80.7% | +74.6% |
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