+186.1%
COP vs AVTR
+6.9%
+179.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.6% | +1.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +0.2% | +1.5% | -1.3% | -0.3% |
| 3M | +10.2% | +14.2% | -4.0% | +6.2% |
| 6M | +20.1% | +97.4% | -77.3% | -0.9% |
| YTD | +50.5% | +37.3% | +13.3% | +35.6% |
| 1Y | +56.8% | +36.8% | +20.0% | +41.0% |
| 3Y | +30.3% | -15.2% | +45.5% | +26.3% |
| 5Y | +126.8% | -59.2% | +186.0% | +177.8% |
| All | +186.1% | +6.9% | +179.3% | +82.0% |
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