+172.2%
CVX vs AVTR
-64.4%
+236.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.1% |
| 7D | +1.0% | +1.6% | -0.6% | +0.8% |
| 30D | +10.7% | +8.4% | +2.3% | +9.8% |
| 3M | +15.5% | +50.2% | -34.7% | +10.9% |
| 6M | +14.9% | +82.6% | -67.7% | +7.9% |
| YTD | +44.2% | +29.8% | +14.4% | +40.4% |
| 1Y | +43.5% | +16.0% | +27.5% | +40.2% |
| 3Y | +45.0% | -26.4% | +71.4% | +46.8% |
| 5Y | +172.2% | -64.5% | +236.6% | +178.5% |
| All | +172.2% | -64.4% | +236.6% | +178.5% |
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