-47.8%
CLF vs AVTR
-64.3%
+16.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.2% |
| 7D | +7.6% | +2.7% | +4.9% | +6.7% |
| 30D | -1.2% | +12.1% | -13.2% | -4.8% |
| 3M | -13.4% | +57.2% | -70.6% | -26.4% |
| 6M | +15.4% | +73.1% | -57.6% | -5.4% |
| YTD | -5.9% | +30.6% | -36.5% | -15.9% |
| 1Y | +18.8% | +13.5% | +5.3% | +8.5% |
| 3Y | -19.4% | -31.0% | +11.6% | -15.7% |
| All | -47.8% | -64.3% | +16.5% | -34.4% |
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