+318.0%
CORZ vs AVTR
-29.2%
+347.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +26.4% | +3.2% | +23.2% | +25.9% |
| 30D | -6.8% | +0.5% | -7.3% | -6.8% |
| 3M | -31.1% | +12.1% | -43.2% | -32.0% |
| 6M | -36.9% | +91.2% | -128.1% | -44.0% |
| YTD | -1.2% | +36.3% | -37.5% | -7.4% |
| 1Y | -12.5% | +35.2% | -47.8% | -18.0% |
| All | +318.0% | -29.2% | +347.2% | +323.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling