+216.7%
CTVA vs AVTR
-14.2%
+230.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -4.5% | -1.1% | -3.4% | -4.3% |
| 30D | +11.3% | +6.3% | +5.0% | +9.9% |
| 3M | +12.3% | +53.3% | -41.0% | +2.7% |
| 6M | +7.2% | +78.6% | -71.5% | -5.5% |
| YTD | +26.0% | +29.2% | -3.2% | +18.1% |
| 1Y | +16.0% | +13.8% | +2.2% | +9.7% |
| 3Y | +73.9% | -27.4% | +101.3% | +77.5% |
| 5Y | +103.8% | -65.0% | +168.8% | +146.9% |
| All | +216.7% | -14.2% | +230.9% | +169.3% |
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