+190.7%
COP vs AVTR
+6.1%
+184.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +3.4% | +3.2% | +0.2% | +2.5% |
| 30D | -0.6% | +0.5% | -1.0% | -0.8% |
| 3M | +10.8% | +12.1% | -1.4% | +7.3% |
| 6M | +19.6% | +91.2% | -71.6% | -0.5% |
| YTD | +52.9% | +36.3% | +16.6% | +38.0% |
| 1Y | +62.2% | +35.2% | +27.0% | +46.3% |
| 3Y | +32.4% | -15.8% | +48.2% | +28.5% |
| 5Y | +129.7% | -58.9% | +188.7% | +180.2% |
| All | +190.7% | +6.1% | +184.6% | +85.3% |
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