-35.7%
CLX vs AVTR
-63.6%
+27.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.4% | -1.7% |
| 7D | -3.5% | +7.4% | -10.9% | -4.1% |
| 30D | -11.9% | +12.2% | -24.1% | -12.7% |
| 3M | -2.6% | +57.4% | -60.0% | -6.4% |
| 6M | -18.2% | +86.7% | -104.8% | -22.6% |
| YTD | -5.9% | +33.1% | -39.0% | -8.7% |
| 1Y | -23.8% | +16.1% | -40.0% | -25.5% |
| 3Y | -33.6% | -24.6% | -9.0% | -34.4% |
| 5Y | -35.7% | -63.5% | +27.8% | -36.5% |
| All | -35.7% | -63.6% | +27.9% | -36.5% |
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