+0.4%
CMS vs AVTR
+15.8%
-15.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | +1.2% | +7.4% | -6.2% | +1.3% |
| 30D | -3.2% | +12.2% | -15.4% | -3.0% |
| 3M | -2.2% | +57.4% | -59.6% | -1.5% |
| 6M | -9.4% | +86.7% | -96.1% | -8.6% |
| YTD | +0.7% | +33.1% | -32.4% | +1.5% |
| 1Y | +0.4% | +16.1% | -15.8% | +2.9% |
| All | +0.4% | +15.8% | -15.4% | +2.9% |
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 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