+139.0%
CSCO vs AVTR
+1.7%
+137.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.8% |
| 7D | -0.7% | +2.7% | -3.3% | -1.2% |
| 30D | -10.1% | +12.1% | -22.2% | -12.2% |
| 3M | -15.7% | +57.2% | -72.9% | -23.6% |
| 6M | +36.3% | +73.1% | -36.8% | +20.5% |
| YTD | +43.8% | +30.6% | +13.2% | +34.4% |
| 1Y | +63.9% | +13.5% | +50.4% | +55.5% |
| 3Y | +104.4% | -31.0% | +135.4% | +110.2% |
| 5Y | +111.4% | -63.2% | +174.6% | +149.4% |
| All | +139.0% | +1.7% | +137.3% | +114.1% |
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