+96.9%
CME vs AVTR
+1.1%
+95.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.4% | -2.0% | -0.3% | -2.1% |
| 30D | +6.2% | +8.1% | -1.9% | +4.9% |
| 3M | +4.4% | +54.2% | -49.8% | -2.8% |
| 6M | -9.6% | +82.6% | -92.2% | -18.5% |
| YTD | +3.8% | +29.8% | -26.1% | -1.3% |
| 1Y | +9.5% | +18.0% | -8.5% | +4.6% |
| 3Y | +51.9% | -26.4% | +78.4% | +53.6% |
| 5Y | +78.7% | -64.8% | +143.6% | +117.0% |
| All | +96.9% | +1.1% | +95.8% | +49.7% |
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