+302.0%
COST vs AVTR
+0.6%
+301.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | -1.2% | -1.1% | -0.1% | -1.1% |
| 30D | -4.7% | +6.3% | -11.0% | -5.4% |
| 3M | -7.1% | +53.3% | -60.4% | -11.8% |
| 6M | -8.5% | +78.6% | -87.2% | -15.0% |
| YTD | +5.4% | +29.2% | -23.8% | +1.7% |
| 1Y | -5.6% | +13.8% | -19.5% | -8.3% |
| 3Y | +68.5% | -27.4% | +95.9% | +70.8% |
| 5Y | +105.2% | -65.0% | +170.3% | +131.3% |
| All | +302.0% | +0.6% | +301.4% | +290.4% |
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