+117.6%
CI vs AVTR
+5.8%
+111.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.7% | +3.0% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | +7.3% | -0.6% | +8.0% | +7.4% |
| 3M | +9.5% | +13.4% | -3.9% | +6.5% |
| 6M | +6.4% | +87.4% | -80.9% | -7.1% |
| YTD | +12.0% | +35.9% | -23.9% | +3.6% |
| 1Y | +20.1% | +35.4% | -15.3% | +11.0% |
| 3Y | +9.6% | -16.1% | +25.7% | +7.2% |
| 5Y | +52.7% | -59.4% | +112.1% | +78.5% |
| All | +117.6% | +5.8% | +111.9% | +75.3% |
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