+337.9%
CTAS vs AVTR
+6.9%
+331.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | +10.7% | +1.5% | +9.2% | +10.2% |
| 3M | +11.0% | +14.2% | -3.2% | +7.2% |
| 6M | +38.7% | +97.4% | -58.6% | +16.0% |
| YTD | +21.8% | +37.3% | -15.5% | +10.6% |
| 1Y | +23.6% | +36.8% | -13.2% | +12.1% |
| 3Y | +74.9% | -15.2% | +90.2% | +70.6% |
| 5Y | +119.5% | -59.2% | +178.6% | +164.8% |
| All | +337.9% | +6.9% | +331.1% | +252.6% |
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 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