+224.3%
CTVA vs AVTR
-11.6%
+235.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.6% |
| 7D | -2.1% | +7.4% | -9.5% | -3.5% |
| 30D | +12.0% | +12.2% | -0.2% | +9.5% |
| 3M | +13.5% | +57.4% | -43.9% | +3.2% |
| 6M | +12.1% | +86.7% | -74.5% | -2.0% |
| YTD | +29.0% | +33.1% | -4.1% | +20.3% |
| 1Y | +18.9% | +16.1% | +2.7% | +12.0% |
| 3Y | +78.9% | -24.6% | +103.5% | +81.1% |
| 5Y | +105.2% | -63.5% | +168.7% | +146.2% |
| All | +224.3% | -11.6% | +235.9% | +174.2% |
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