+77.2%
CME vs AVTR
-63.6%
+140.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -2.9% | +7.4% | -10.3% | -3.1% |
| 30D | +5.5% | +12.2% | -6.7% | +5.0% |
| 3M | +11.0% | +57.4% | -46.4% | +8.8% |
| 6M | -9.7% | +86.7% | -96.4% | -12.3% |
| YTD | +4.9% | +33.1% | -28.2% | +3.7% |
| 1Y | +10.1% | +16.1% | -6.1% | +9.4% |
| 3Y | +53.5% | -24.6% | +78.1% | +56.3% |
| 5Y | +77.2% | -63.5% | +140.7% | +102.0% |
| All | +77.2% | -63.6% | +140.7% | +102.0% |
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 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