+152.8%
CMG vs AVTR
+0.6%
+152.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -2.1% | -1.1% | -1.0% | -1.8% |
| 30D | +10.9% | +6.3% | +4.6% | +8.9% |
| 3M | +15.8% | +53.3% | -37.5% | +1.4% |
| 6M | +6.9% | +78.6% | -71.7% | -11.1% |
| YTD | -2.2% | +29.2% | -31.4% | -10.9% |
| 1Y | -7.1% | +13.8% | -20.9% | -13.7% |
| 3Y | -7.1% | -27.4% | +20.3% | -6.2% |
| 5Y | -4.8% | -65.0% | +60.2% | +25.4% |
| All | +152.8% | +0.6% | +152.2% | +89.6% |
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