+53.5%
CME vs AVTR
-25.8%
+79.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | -2.9% | +7.4% | -10.3% | -2.8% |
| 30D | +5.5% | +12.2% | -6.7% | +5.7% |
| 3M | +11.0% | +57.4% | -46.4% | +11.9% |
| 6M | -9.7% | +86.7% | -96.4% | -8.7% |
| YTD | +4.9% | +33.1% | -28.2% | +5.9% |
| 1Y | +10.1% | +16.1% | -6.1% | +11.4% |
| 3Y | +53.5% | -24.6% | +78.1% | +55.5% |
| All | +53.5% | -25.8% | +79.3% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling