+25.6%
CL vs AVTR
+36.7%
-11.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | +9.5% | +1.5% | +8.0% | +9.5% |
| 3M | +6.8% | +14.2% | -7.5% | +6.6% |
| 6M | +14.3% | +97.4% | -83.1% | +13.4% |
| YTD | +26.3% | +37.3% | -11.0% | +26.3% |
| 1Y | +25.6% | +36.8% | -11.2% | +25.5% |
| All | +25.6% | +36.7% | -11.1% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling