+178.7%
COP vs AVTR
+1.7%
+177.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.7% |
| 7D | +3.0% | +2.7% | +0.3% | +2.2% |
| 30D | +17.5% | +12.1% | +5.4% | +14.0% |
| 3M | +13.4% | +57.2% | -43.9% | -0.2% |
| 6M | +17.7% | +73.1% | -55.3% | +0.2% |
| YTD | +46.6% | +30.6% | +16.0% | +34.0% |
| 1Y | +44.6% | +13.5% | +31.1% | +34.4% |
| 3Y | +20.7% | -31.0% | +51.7% | +25.0% |
| 5Y | +185.0% | -63.2% | +248.3% | +260.7% |
| All | +178.7% | +1.7% | +177.0% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling