+112.2%
CI vs AVTR
+8.1%
+104.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.2% | +0.1% |
| 7D | +0.1% | +1.9% | -1.8% | -0.3% |
| 30D | +4.7% | +1.5% | +3.1% | +4.3% |
| 3M | +5.2% | +17.1% | -11.8% | +1.8% |
| 6M | +3.8% | +91.5% | -87.7% | -9.8% |
| YTD | +9.2% | +38.8% | -29.6% | +0.6% |
| 1Y | +14.3% | +37.7% | -23.5% | +5.3% |
| 3Y | +8.4% | -13.5% | +21.9% | +5.4% |
| 5Y | +50.0% | -59.3% | +109.4% | +75.8% |
| All | +112.2% | +8.1% | +104.1% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling