+99.7%
CI vs AVTR
+1.1%
+98.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.3% |
| 7D | -1.1% | +1.6% | -2.7% | -1.4% |
| 30D | +0.5% | +8.4% | -7.9% | -1.2% |
| 3M | -5.2% | +50.2% | -55.3% | -13.1% |
| 6M | +4.3% | +82.6% | -78.2% | -8.6% |
| YTD | +2.8% | +29.8% | -27.1% | -3.9% |
| 1Y | -5.8% | +16.0% | -21.8% | -10.8% |
| 3Y | +4.7% | -26.4% | +31.2% | +5.6% |
| 5Y | +42.7% | -64.5% | +107.1% | +72.8% |
| All | +99.7% | +1.1% | +98.6% | +62.5% |
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