+180.9%
COR vs AVTR
-64.4%
+245.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.3% |
| 7D | -3.9% | +1.6% | -5.4% | -3.9% |
| 30D | -0.3% | +8.4% | -8.7% | -0.6% |
| 3M | +15.9% | +50.2% | -34.3% | +14.2% |
| 6M | -10.3% | +82.6% | -92.8% | -12.3% |
| YTD | -3.7% | +29.8% | -33.5% | -4.5% |
| 1Y | +9.1% | +16.0% | -6.9% | +8.3% |
| 3Y | +86.6% | -26.4% | +113.0% | +89.0% |
| 5Y | +180.9% | -64.5% | +245.4% | +214.0% |
| All | +180.9% | -64.4% | +245.4% | +214.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling