+118.8%
CME vs AVTR
+8.1%
+110.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.9% |
| 7D | -0.6% | +1.9% | -2.5% | -0.9% |
| 30D | +8.5% | +1.5% | +7.0% | +8.2% |
| 3M | +16.0% | +17.1% | -1.0% | +13.1% |
| 6M | +9.3% | +91.5% | -82.1% | -2.0% |
| YTD | +15.3% | +38.8% | -23.5% | +8.4% |
| 1Y | +14.4% | +37.7% | -23.3% | +7.6% |
| 3Y | +59.9% | -13.5% | +73.4% | +56.3% |
| 5Y | +69.4% | -59.3% | +128.7% | +99.2% |
| All | +118.8% | +8.1% | +110.7% | +64.4% |
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