+115.6%
CSCO vs AVTR
+5.8%
+109.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -4.7% | -0.1% | -4.6% | -4.6% |
| 30D | -17.1% | -0.6% | -16.5% | -17.0% |
| 3M | -19.6% | +13.4% | -33.0% | -21.7% |
| 6M | +2.4% | +87.4% | -85.0% | -10.8% |
| YTD | +29.8% | +35.9% | -6.1% | +20.3% |
| 1Y | +38.7% | +35.4% | +3.3% | +28.4% |
| 3Y | +101.3% | -16.1% | +117.4% | +97.9% |
| 5Y | +94.8% | -59.4% | +154.2% | +125.1% |
| All | +115.6% | +5.8% | +109.9% | +91.6% |
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