+286.3%
CTAS vs AVTR
+1.7%
+284.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.1% |
| 7D | -1.8% | +2.7% | -4.5% | -2.5% |
| 30D | -0.2% | +12.1% | -12.3% | -3.0% |
| 3M | +11.7% | +57.2% | -45.6% | -0.8% |
| 6M | +0.7% | +73.1% | -72.4% | -13.1% |
| YTD | +7.4% | +30.6% | -23.2% | -1.1% |
| 1Y | -2.1% | +13.5% | -15.6% | -8.0% |
| 3Y | +62.9% | -31.0% | +94.0% | +68.9% |
| 5Y | +111.9% | -63.2% | +175.1% | +163.1% |
| All | +286.3% | +1.7% | +284.6% | +215.4% |
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