+114.8%
CSCO vs AVTR
-64.4%
+179.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +0.6% |
| 7D | 0.0% | +1.6% | -1.6% | -0.3% |
| 30D | -10.7% | +8.4% | -19.1% | -11.8% |
| 3M | -8.7% | +50.2% | -58.9% | -14.8% |
| 6M | +44.9% | +82.6% | -37.7% | +30.5% |
| YTD | +44.1% | +29.8% | +14.3% | +37.0% |
| 1Y | +65.9% | +16.0% | +49.9% | +58.8% |
| 3Y | +109.0% | -26.4% | +135.5% | +111.6% |
| 5Y | +114.8% | -64.5% | +179.2% | +150.0% |
| All | +114.8% | -64.4% | +179.2% | +150.0% |
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 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