+9.3%
CME vs AVTR
+16.8%
-7.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.3% |
| 7D | -1.6% | +2.7% | -4.3% | -1.5% |
| 30D | +6.2% | +12.1% | -5.8% | +6.5% |
| 3M | +10.4% | +57.2% | -46.8% | +11.9% |
| 6M | -9.5% | +73.1% | -82.6% | -8.1% |
| YTD | +6.0% | +30.6% | -24.6% | +8.1% |
| 1Y | +9.3% | +13.5% | -4.2% | +14.0% |
| All | +9.3% | +16.8% | -7.5% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling