+51.2%
CMS vs AVTR
+3.6%
+47.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | +1.2% | +7.4% | -6.2% | +0.5% |
| 30D | -3.2% | +12.2% | -15.4% | -4.2% |
| 3M | -2.2% | +57.4% | -59.6% | -6.6% |
| 6M | -9.4% | +86.7% | -96.1% | -15.1% |
| YTD | +0.7% | +33.1% | -32.4% | -2.6% |
| 1Y | +0.4% | +16.1% | -15.8% | -2.2% |
| 3Y | +35.2% | -24.6% | +59.8% | +36.4% |
| 5Y | +24.1% | -63.5% | +87.6% | +35.3% |
| All | +51.2% | +3.6% | +47.6% | +41.2% |
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