+464.7%
COR vs AVTR
+6.1%
+458.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +2.9% | +3.2% | -0.3% | +2.5% |
| 30D | +5.8% | +0.5% | +5.4% | +5.7% |
| 3M | +11.4% | +12.1% | -0.7% | +9.8% |
| 6M | +34.5% | +91.2% | -56.7% | +23.8% |
| YTD | +4.1% | +36.3% | -32.2% | -0.5% |
| 1Y | -3.1% | +35.2% | -38.4% | -7.4% |
| 3Y | +80.9% | -15.8% | +96.7% | +78.8% |
| 5Y | +195.1% | -58.9% | +254.1% | +232.6% |
| All | +464.7% | +6.1% | +458.6% | +351.3% |
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 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