+241.9%
CORZ vs AVTR
-29.9%
+271.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.2% | +3.1% |
| 7D | -11.2% | -3.6% | -7.6% | -10.8% |
| 30D | -26.2% | +0.8% | -27.0% | -26.2% |
| 3M | -44.1% | +17.4% | -61.5% | -45.1% |
| 6M | -52.3% | +83.5% | -135.8% | -57.3% |
| YTD | -19.2% | +35.0% | -54.2% | -24.2% |
| 1Y | -42.9% | +36.7% | -79.5% | -46.6% |
| All | +241.9% | -29.9% | +271.7% | +246.5% |
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