+160.2%
COF vs AVTR
+0.6%
+159.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | -5.1% | -1.1% | -4.1% | -4.8% |
| 30D | -6.0% | +6.3% | -12.3% | -8.1% |
| 3M | +14.8% | +53.3% | -38.5% | -1.9% |
| 6M | +15.3% | +78.6% | -63.3% | -7.1% |
| YTD | -13.0% | +29.2% | -42.3% | -22.0% |
| 1Y | -5.7% | +13.8% | -19.5% | -14.0% |
| 3Y | +118.1% | -27.4% | +145.6% | +123.8% |
| 5Y | +46.2% | -65.0% | +111.2% | +94.6% |
| All | +160.2% | +0.6% | +159.6% | +91.2% |
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