-23.4%
CLX vs AVTR
+1.1%
-24.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -2.0% |
| 7D | -4.9% | +1.6% | -6.5% | -5.0% |
| 30D | -15.8% | +8.4% | -24.2% | -16.3% |
| 3M | -7.9% | +50.2% | -58.1% | -10.8% |
| 6M | -19.0% | +82.6% | -101.6% | -22.8% |
| YTD | -7.9% | +29.8% | -37.8% | -10.2% |
| 1Y | -25.4% | +16.0% | -41.3% | -26.8% |
| 3Y | -35.0% | -26.4% | -8.6% | -35.3% |
| 5Y | -36.8% | -64.5% | +27.7% | -35.0% |
| All | -23.4% | +1.1% | -24.5% | -27.3% |
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 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