+158.1%
CMG vs AVTR
+3.6%
+154.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.5% |
| 7D | -1.5% | +7.4% | -8.9% | -3.5% |
| 30D | +12.7% | +12.2% | +0.5% | +9.0% |
| 3M | +26.3% | +57.4% | -31.1% | +9.6% |
| 6M | +4.5% | +86.7% | -82.2% | -14.3% |
| YTD | -0.1% | +33.1% | -33.2% | -9.8% |
| 1Y | -6.8% | +16.1% | -22.9% | -13.9% |
| 3Y | -5.0% | -24.6% | +19.6% | -5.2% |
| 5Y | -3.0% | -63.5% | +60.5% | +26.0% |
| All | +158.1% | +3.6% | +154.5% | +91.9% |
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