+104.7%
COST vs AVTR
-64.7%
+169.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.5% | -2.0% | -0.4% | -2.3% |
| 30D | -4.4% | +8.1% | -12.5% | -5.1% |
| 3M | -8.1% | +54.2% | -62.3% | -11.9% |
| 6M | -9.2% | +82.6% | -91.8% | -14.7% |
| YTD | +5.1% | +29.8% | -24.7% | +2.3% |
| 1Y | -5.1% | +18.0% | -23.1% | -7.5% |
| 3Y | +70.4% | -26.4% | +96.8% | +73.8% |
| 5Y | +104.7% | -64.8% | +169.6% | +155.1% |
| All | +104.7% | -64.7% | +169.4% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling