+827.5%
CIEN vs AVTR
+1.7%
+825.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.5% |
| 7D | -15.2% | +2.7% | -17.9% | -15.8% |
| 30D | -21.5% | +12.1% | -33.5% | -23.7% |
| 3M | -40.1% | +57.2% | -97.3% | -47.4% |
| 6M | -6.6% | +73.1% | -79.6% | -20.8% |
| YTD | +37.3% | +30.6% | +6.6% | +24.9% |
| 1Y | +174.5% | +13.5% | +161.1% | +154.5% |
| 3Y | +562.3% | -31.0% | +593.3% | +589.7% |
| 5Y | +463.9% | -63.2% | +527.2% | +596.1% |
| All | +827.5% | +1.7% | +825.8% | +811.7% |
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