+121.7%
KO vs AVTR
+1.1%
+120.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.7% |
| 7D | -0.8% | +1.6% | -2.4% | -0.9% |
| 30D | +0.8% | +8.4% | -7.6% | 0.0% |
| 3M | +8.3% | +50.2% | -41.8% | +4.2% |
| 6M | +14.0% | +82.6% | -68.5% | +7.5% |
| YTD | +26.9% | +29.8% | -2.9% | +23.3% |
| 1Y | +32.7% | +16.0% | +16.7% | +29.7% |
| 3Y | +63.9% | -26.4% | +90.4% | +65.6% |
| 5Y | +81.7% | -64.5% | +146.2% | +99.4% |
| All | +121.7% | +1.1% | +120.6% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling