+418.7%
COR vs AVTR
+1.1%
+417.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.8% | -2.0% | -2.8% | -4.6% |
| 30D | -3.7% | +8.1% | -11.7% | -4.6% |
| 3M | +14.3% | +54.2% | -39.9% | +8.3% |
| 6M | -8.5% | +82.6% | -91.1% | -15.4% |
| YTD | -4.4% | +29.8% | -34.3% | -8.0% |
| 1Y | +9.1% | +18.0% | -8.9% | +5.3% |
| 3Y | +85.2% | -26.4% | +111.6% | +87.0% |
| 5Y | +180.7% | -64.8% | +245.5% | +225.9% |
| All | +418.7% | +1.1% | +417.7% | +317.2% |
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