+143.4%
CVX vs AVTR
+0.6%
+142.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +2.6% | -1.1% | +3.7% | +2.8% |
| 30D | +9.8% | +6.3% | +3.5% | +8.3% |
| 3M | +16.2% | +53.3% | -37.1% | +5.1% |
| 6M | +13.6% | +78.6% | -65.0% | -1.4% |
| YTD | +44.4% | +29.2% | +15.1% | +34.4% |
| 1Y | +40.6% | +13.8% | +26.8% | +32.4% |
| 3Y | +48.2% | -27.4% | +75.6% | +50.7% |
| 5Y | +172.3% | -65.0% | +237.3% | +238.1% |
| All | +143.4% | +0.6% | +142.8% | +72.3% |
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