+62.9%
KO vs AVTR
-26.6%
+89.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | -2.0% | +0.9% | -1.0% |
| 30D | +1.6% | +8.1% | -6.5% | +1.3% |
| 3M | +5.8% | +54.2% | -48.4% | +4.6% |
| 6M | +14.3% | +82.6% | -68.3% | +12.5% |
| YTD | +27.3% | +29.8% | -2.5% | +26.7% |
| 1Y | +33.2% | +18.0% | +15.2% | +33.1% |
| All | +62.9% | -26.6% | +89.6% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling