-41.8%
CLF vs AVTR
-58.9%
+17.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +10.4% | +0.5% | +9.9% | +10.2% |
| 30D | +0.6% | -1.0% | +1.6% | +0.8% |
| 3M | +4.1% | +12.2% | -8.1% | +0.1% |
| 6M | +15.1% | +97.5% | -82.4% | -10.2% |
| YTD | -4.7% | +35.6% | -40.3% | -16.3% |
| 1Y | +20.4% | +32.8% | -12.5% | +6.3% |
| 3Y | -23.4% | -16.5% | -6.9% | -25.5% |
| All | -41.8% | -58.9% | +17.2% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling