+81.4%
CNH vs AVTR
+6.9%
+74.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.6% |
| 7D | +6.7% | +0.5% | +6.1% | +6.6% |
| 30D | +7.2% | +1.5% | +5.7% | +6.7% |
| 3M | +17.5% | +14.2% | +3.3% | +12.7% |
| 6M | +15.0% | +97.4% | -82.4% | -8.3% |
| YTD | +36.8% | +37.3% | -0.5% | +21.1% |
| 1Y | +27.6% | +36.8% | -9.1% | +13.0% |
| 3Y | +34.3% | -15.2% | +49.6% | +31.6% |
| 5Y | -12.2% | -59.2% | +47.0% | +7.1% |
| All | +81.4% | +6.9% | +74.5% | +60.1% |
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 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