+122.4%
KO vs AVTR
+1.1%
+121.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | -2.0% | +0.9% | -0.9% |
| 30D | +1.6% | +8.1% | -6.5% | +0.8% |
| 3M | +5.8% | +54.2% | -48.4% | +1.5% |
| 6M | +14.3% | +82.6% | -68.3% | +7.7% |
| YTD | +27.3% | +29.8% | -2.5% | +23.7% |
| 1Y | +33.2% | +18.0% | +15.2% | +29.9% |
| 3Y | +64.5% | -26.4% | +90.9% | +66.1% |
| 5Y | +83.1% | -64.8% | +148.0% | +101.2% |
| All | +122.4% | +1.1% | +121.3% | +109.0% |
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