+101.1%
CME vs AVTR
+1.7%
+99.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.1% |
| 7D | -1.6% | +2.7% | -4.3% | -2.0% |
| 30D | +6.2% | +12.1% | -5.8% | +4.4% |
| 3M | +10.4% | +57.2% | -46.8% | +2.4% |
| 6M | -9.5% | +73.1% | -82.6% | -17.7% |
| YTD | +6.0% | +30.6% | -24.6% | +0.7% |
| 1Y | +9.3% | +13.5% | -4.2% | +5.1% |
| 3Y | +57.7% | -31.0% | +88.7% | +62.2% |
| 5Y | +77.7% | -63.2% | +140.9% | +112.9% |
| All | +101.1% | +1.7% | +99.4% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling