-5.1%
COF vs AVTR
+37.4%
-42.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +0.7% | -6.2% | +6.9% | +2.3% |
| 30D | +5.7% | -1.0% | +6.7% | +5.9% |
| 3M | -6.7% | +14.4% | -21.1% | -10.2% |
| 6M | +9.5% | +95.9% | -86.4% | -13.0% |
| YTD | -13.9% | +36.6% | -50.4% | -22.3% |
| 1Y | -5.1% | +35.1% | -40.2% | -13.8% |
| All | -5.1% | +37.4% | -42.5% | -13.8% |
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