+63.0%
CRM vs AVTR
+0.6%
+62.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -4.4% | -1.1% | -3.4% | -4.2% |
| 30D | +28.1% | +6.3% | +21.8% | +25.9% |
| 3M | +48.8% | +53.3% | -4.5% | +30.6% |
| 6M | +28.3% | +78.6% | -50.4% | +6.7% |
| YTD | -6.0% | +29.2% | -35.2% | -14.1% |
| 1Y | +1.4% | +13.8% | -12.4% | -5.7% |
| 3Y | +11.8% | -27.4% | +39.3% | +15.0% |
| 5Y | -2.0% | -65.0% | +63.0% | +28.3% |
| All | +63.0% | +0.6% | +62.4% | +42.9% |
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