+108.5%
CSCO vs AVTR
-25.8%
+134.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -0.5% | +7.4% | -7.9% | -1.3% |
| 30D | -10.1% | +12.2% | -22.3% | -11.2% |
| 3M | -11.7% | +57.4% | -69.1% | -16.5% |
| 6M | +40.1% | +86.7% | -46.6% | +29.4% |
| YTD | +43.8% | +33.1% | +10.7% | +38.2% |
| 1Y | +66.6% | +16.1% | +50.5% | +61.4% |
| 3Y | +108.5% | -24.6% | +133.1% | +110.8% |
| All | +108.5% | -25.8% | +134.3% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling