+304.4%
COST vs AVTR
+3.6%
+300.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -3.2% | +7.4% | -10.6% | -3.9% |
| 30D | -4.0% | +12.2% | -16.2% | -5.2% |
| 3M | -6.5% | +57.4% | -63.9% | -11.4% |
| 6M | -8.5% | +86.7% | -95.2% | -15.4% |
| YTD | +6.0% | +33.1% | -27.1% | +2.0% |
| 1Y | -5.8% | +16.1% | -21.9% | -8.6% |
| 3Y | +71.8% | -24.6% | +96.4% | +73.4% |
| 5Y | +106.2% | -63.5% | +169.7% | +131.3% |
| All | +304.4% | +3.6% | +300.8% | +291.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling