-7.1%
CMG vs AVTR
+16.7%
-23.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +9.5% |
| 3M | +15.8% | +53.3% | -37.5% | +4.6% |
| 6M | +6.9% | +78.6% | -71.7% | -7.2% |
| YTD | -2.2% | +29.2% | -31.4% | -9.4% |
| 1Y | -7.1% | +13.8% | -20.9% | -13.4% |
| All | -7.1% | +16.7% | -23.8% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling