+116.9%
COF vs AVTR
-26.6%
+143.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.1% | -2.0% | -4.0% | -5.6% |
| 30D | -5.2% | +8.1% | -13.2% | -6.9% |
| 3M | +17.0% | +54.2% | -37.2% | +4.5% |
| 6M | +12.9% | +82.6% | -69.7% | -3.7% |
| YTD | -13.5% | +29.8% | -43.4% | -20.2% |
| 1Y | -5.9% | +18.0% | -23.9% | -13.0% |
| All | +116.9% | -26.6% | +143.5% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling