+458.8%
COR vs AVTR
+8.1%
+450.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.8% | +3.3% |
| 7D | +2.3% | +1.9% | +0.4% | +2.1% |
| 30D | +6.8% | +1.5% | +5.2% | +6.5% |
| 3M | +8.1% | +17.1% | -9.0% | +6.0% |
| 6M | +33.0% | +91.5% | -58.5% | +22.5% |
| YTD | +3.0% | +38.8% | -35.8% | -1.8% |
| 1Y | -3.4% | +37.7% | -41.2% | -7.8% |
| 3Y | +80.1% | -13.5% | +93.6% | +77.4% |
| 5Y | +194.7% | -59.3% | +254.0% | +233.6% |
| All | +458.8% | +8.1% | +450.8% | +345.7% |
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