-5.0%
CMG vs AVTR
-64.7%
+59.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.8% | -2.0% | -1.8% | -3.4% |
| 30D | +12.9% | +8.1% | +4.8% | +11.1% |
| 3M | +18.8% | +54.2% | -35.4% | +7.7% |
| 6M | +4.1% | +82.6% | -78.5% | -9.4% |
| YTD | -2.4% | +29.8% | -32.2% | -8.9% |
| 1Y | -6.7% | +18.0% | -24.7% | -12.3% |
| 3Y | -7.1% | -26.4% | +19.3% | -7.3% |
| 5Y | -5.0% | -64.8% | +59.9% | +27.1% |
| All | -5.0% | -64.7% | +59.7% | +27.1% |
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