-7.6%
CLX vs AVTR
+5.8%
-13.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.2% | +1.2% |
| 7D | +13.6% | -0.1% | +13.8% | +13.7% |
| 30D | +29.1% | -0.6% | +29.7% | +29.1% |
| 3M | +1.6% | +13.4% | -11.8% | +0.6% |
| 6M | +18.7% | +87.4% | -68.6% | +13.0% |
| YTD | +11.1% | +35.9% | -24.8% | +7.9% |
| 1Y | +7.0% | +35.4% | -28.4% | +3.9% |
| 3Y | -10.0% | -16.1% | +6.1% | -11.1% |
| 5Y | -22.6% | -59.4% | +36.7% | -21.1% |
| All | -7.6% | +5.8% | -13.3% | -12.6% |
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