+62.4%
CL vs AVTR
+8.1%
+54.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +1.2% |
| 7D | +0.5% | +1.9% | -1.4% | +0.3% |
| 30D | +11.6% | +1.5% | +10.1% | +11.4% |
| 3M | +5.6% | +17.1% | -11.5% | +4.0% |
| 6M | +13.2% | +91.5% | -78.3% | +6.0% |
| YTD | +26.9% | +38.8% | -11.9% | +22.3% |
| 1Y | +27.3% | +37.7% | -10.4% | +22.7% |
| 3Y | +39.7% | -13.5% | +53.2% | +38.4% |
| 5Y | +41.3% | -59.3% | +100.6% | +52.0% |
| All | +62.4% | +8.1% | +54.4% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling