+124.1%
CSCO vs AVTR
+6.1%
+118.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +6.6% | +3.2% | +3.4% | +5.9% |
| 30D | -11.3% | +0.5% | -11.8% | -11.4% |
| 3M | -17.3% | +12.1% | -29.5% | -19.3% |
| 6M | +3.5% | +91.2% | -87.7% | -10.1% |
| YTD | +34.9% | +36.3% | -1.4% | +24.9% |
| 1Y | +40.5% | +35.2% | +5.2% | +30.1% |
| 3Y | +109.3% | -15.8% | +125.1% | +105.6% |
| 5Y | +105.9% | -58.9% | +164.8% | +137.2% |
| All | +124.1% | +6.1% | +118.0% | +99.0% |
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