+3.2%
AVTR vs XPO
+839.0%
-835.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.9% | -2.7% |
| 7D | +2.7% | +2.4% | +0.3% | +1.9% |
| 30D | +12.1% | -3.5% | +15.6% | +13.0% |
| 3M | +57.2% | -11.9% | +69.2% | +62.3% |
| 6M | +73.1% | -10.0% | +83.0% | +76.5% |
| YTD | +30.6% | +42.1% | -11.5% | +15.7% |
| 1Y | +13.5% | +47.6% | -34.1% | -1.1% |
| 3Y | -31.0% | +153.6% | -184.6% | -50.8% |
| 5Y | -63.2% | +266.5% | -329.8% | -77.9% |
| All | +3.2% | +839.0% | -835.8% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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