+128.4%
CME vs AVTR
+5.6%
+122.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +3.9% | +0.5% | +3.5% | +3.9% |
| 30D | +11.3% | -1.0% | +12.4% | +11.4% |
| 3M | +19.6% | +12.2% | +7.4% | +17.3% |
| 6M | +8.1% | +97.5% | -89.4% | -3.6% |
| YTD | +20.4% | +35.6% | -15.2% | +13.6% |
| 1Y | +16.5% | +32.8% | -16.3% | +10.2% |
| 3Y | +66.4% | -16.5% | +82.9% | +63.7% |
| 5Y | +74.5% | -59.1% | +133.6% | +104.1% |
| All | +128.4% | +5.6% | +122.9% | +72.3% |
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