+17.7%
COP vs AVTR
+70.1%
-52.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -1.2% |
| 7D | +3.0% | +2.7% | +0.3% | +3.3% |
| 30D | +17.5% | +12.1% | +5.4% | +18.7% |
| 3M | +13.4% | +57.2% | -43.9% | +22.2% |
| 6M | +17.7% | +73.1% | -55.3% | +31.3% |
| All | +17.7% | +70.1% | -52.4% | +31.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling