+749.4%
CIEN vs AVTR
+6.1%
+743.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +27.4% | +3.2% | +24.2% | +26.5% |
| 30D | -26.6% | +0.5% | -27.0% | -26.5% |
| 3M | -32.0% | +12.1% | -44.1% | -33.9% |
| 6M | -49.1% | +91.2% | -140.2% | -57.8% |
| YTD | +25.7% | +36.3% | -10.6% | +13.4% |
| 1Y | +40.3% | +35.2% | +5.1% | +26.7% |
| 3Y | +566.2% | -15.8% | +582.0% | +556.0% |
| 5Y | +378.7% | -58.9% | +437.7% | +475.9% |
| All | +749.4% | +6.1% | +743.3% | +727.3% |
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 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