+114.8%
CVS vs AVTR
+5.6%
+109.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +6.6% | +0.5% | +6.1% | +6.5% |
| 30D | -0.4% | -1.0% | +0.6% | -0.4% |
| 3M | -5.3% | +12.2% | -17.5% | -6.9% |
| 6M | -7.7% | +97.5% | -105.2% | -16.7% |
| YTD | +16.0% | +35.6% | -19.6% | +9.9% |
| 1Y | +16.2% | +32.8% | -16.6% | +10.4% |
| 3Y | +47.6% | -16.5% | +64.1% | +46.9% |
| 5Y | +12.3% | -59.1% | +71.5% | +23.7% |
| All | +114.8% | +5.6% | +109.2% | +97.6% |
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 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