+113.4%
CSX vs AVTR
+8.1%
+105.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | -0.1% | +2.1% |
| 7D | -2.2% | +1.9% | -4.1% | -2.6% |
| 30D | +6.8% | +1.5% | +5.3% | +6.3% |
| 3M | +0.7% | +17.1% | -16.4% | -3.1% |
| 6M | +13.3% | +91.5% | -78.2% | -3.8% |
| YTD | +40.5% | +38.8% | +1.7% | +27.9% |
| 1Y | +44.7% | +37.7% | +6.9% | +31.7% |
| 3Y | +74.5% | -13.5% | +88.0% | +70.0% |
| 5Y | +52.0% | -59.3% | +111.3% | +80.5% |
| All | +113.4% | +8.1% | +105.4% | +68.3% |
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