+444.5%
CORZ vs AVTR
-30.9%
+475.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +4.5% |
| 7D | +16.6% | +7.4% | +9.2% | +15.6% |
| 30D | -10.9% | +12.2% | -23.1% | -12.0% |
| 3M | -31.0% | +57.4% | -88.4% | -36.4% |
| 6M | +26.0% | +86.7% | -60.6% | +12.0% |
| YTD | +28.6% | +33.1% | -4.4% | +20.9% |
| 1Y | +34.5% | +16.1% | +18.3% | +26.8% |
| All | +444.5% | -30.9% | +475.3% | +452.7% |
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 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