+28.7%
COP vs AVTR
-13.5%
+42.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -1.6% |
| 7D | -8.4% | +1.9% | -10.3% | -8.6% |
| 30D | +0.3% | +1.5% | -1.3% | +0.1% |
| 3M | +15.1% | +17.1% | -2.0% | +13.4% |
| 6M | +19.8% | +91.5% | -71.7% | +12.1% |
| YTD | +46.8% | +38.8% | +8.0% | +42.7% |
| 1Y | +59.7% | +37.7% | +22.0% | +55.2% |
| 3Y | +28.7% | -13.5% | +42.2% | +23.7% |
| All | +28.7% | -13.5% | +42.2% | +23.7% |
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