+117.6%
CTAS vs AVTR
-59.8%
+177.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.1% | +1.3% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +11.3% | -0.6% | +11.9% | +11.3% |
| 3M | +11.4% | +13.4% | -2.0% | +8.7% |
| 6M | +35.6% | +87.4% | -51.7% | +20.0% |
| YTD | +20.7% | +35.9% | -15.2% | +12.8% |
| 1Y | +22.8% | +35.4% | -12.6% | +14.7% |
| 3Y | +73.4% | -16.1% | +89.5% | +71.0% |
| 5Y | +117.6% | -59.4% | +177.0% | +172.5% |
| All | +117.6% | -59.8% | +177.4% | +172.5% |
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