+7.0%
CI vs AVTR
-16.2%
+23.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | +1.2% | +0.5% | +0.7% | +1.1% |
| 30D | +2.6% | -1.0% | +3.6% | +2.6% |
| 3M | +7.4% | +12.2% | -4.8% | +6.2% |
| 6M | -0.1% | +97.5% | -97.6% | -6.5% |
| YTD | +9.7% | +35.6% | -25.9% | +5.9% |
| 1Y | +12.1% | +32.8% | -20.7% | +8.4% |
| 3Y | +7.0% | -16.5% | +23.5% | +8.9% |
| All | +7.0% | -16.2% | +23.2% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling