+105.2%
CTVA vs AVTR
-64.7%
+169.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.7% | -2.0% | -2.6% | -4.4% |
| 30D | +11.1% | +8.1% | +3.0% | +10.0% |
| 3M | +13.7% | +54.2% | -40.5% | +7.5% |
| 6M | +11.2% | +82.6% | -71.4% | +2.6% |
| YTD | +26.9% | +29.8% | -3.0% | +22.0% |
| 1Y | +18.8% | +18.0% | +0.8% | +14.2% |
| 3Y | +75.9% | -26.4% | +102.4% | +80.0% |
| 5Y | +105.2% | -64.8% | +170.1% | +128.4% |
| All | +105.2% | -64.7% | +169.9% | +128.4% |
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 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