+111.0%
CTAS vs AVTR
-63.6%
+174.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | 0.0% | +7.4% | -7.4% | -1.3% |
| 30D | -1.0% | +12.2% | -13.2% | -3.1% |
| 3M | +15.8% | +57.4% | -41.6% | +6.1% |
| 6M | -1.0% | +86.7% | -87.7% | -12.4% |
| YTD | +7.4% | +33.1% | -25.6% | +0.8% |
| 1Y | -0.1% | +16.1% | -16.3% | -4.8% |
| 3Y | +66.3% | -24.6% | +90.9% | +68.6% |
| 5Y | +111.0% | -63.5% | +174.5% | +164.6% |
| All | +111.0% | -63.6% | +174.6% | +164.6% |
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 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