+515.0%
CIEN vs AVTR
-63.6%
+578.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.5% | +5.9% |
| 7D | -5.3% | +7.4% | -12.7% | -6.8% |
| 30D | -17.2% | +12.2% | -29.5% | -19.2% |
| 3M | -26.9% | +57.4% | -84.2% | -34.7% |
| 6M | +16.0% | +86.7% | -70.6% | -1.7% |
| YTD | +45.9% | +33.1% | +12.9% | +34.4% |
| 1Y | +186.8% | +16.1% | +170.7% | +167.9% |
| 3Y | +607.8% | -24.6% | +632.4% | +626.5% |
| All | +515.0% | -63.6% | +578.6% | +670.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling