+18.8%
CLF vs AVTR
+37.2%
-18.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.8% | +4.1% | +6.4% |
| 7D | -14.1% | +1.9% | -16.0% | -14.4% |
| 30D | -5.5% | +1.5% | -7.1% | -5.9% |
| 3M | 0.0% | +17.1% | -17.1% | -3.1% |
| 6M | +11.3% | +91.5% | -80.2% | -7.8% |
| YTD | -7.7% | +38.8% | -46.5% | -19.7% |
| All | +18.8% | +37.2% | -18.4% | +3.3% |
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 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