+183.4%
COP vs AVTR
+1.1%
+182.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.7% |
| 7D | -0.5% | +1.6% | -2.1% | -0.9% |
| 30D | +11.7% | +8.4% | +3.3% | +9.3% |
| 3M | +17.7% | +50.2% | -32.5% | +5.0% |
| 6M | +18.3% | +82.6% | -64.3% | -0.8% |
| YTD | +49.1% | +29.8% | +19.2% | +36.4% |
| 1Y | +53.3% | +16.0% | +37.3% | +41.5% |
| 3Y | +22.2% | -26.4% | +48.6% | +23.6% |
| 5Y | +193.3% | -64.5% | +257.8% | +276.7% |
| All | +183.4% | +1.1% | +182.3% | +83.2% |
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