+27.8%
CLF vs AVTR
+8.1%
+19.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.8% | +4.1% | +5.9% |
| 7D | -14.1% | +1.9% | -16.0% | -14.5% |
| 30D | -5.5% | +1.5% | -7.1% | -6.1% |
| 3M | 0.0% | +17.1% | -17.1% | -6.1% |
| 6M | +11.3% | +91.5% | -80.2% | -15.5% |
| YTD | -7.7% | +38.8% | -46.5% | -21.1% |
| 1Y | +17.5% | +37.7% | -20.2% | +0.5% |
| 3Y | -25.4% | -13.5% | -11.9% | -28.4% |
| 5Y | -46.0% | -59.3% | +13.3% | -29.4% |
| All | +27.8% | +8.1% | +19.7% | -2.6% |
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