+13.5%
AVTR vs XYL
-23.4%
+36.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.5% |
| 7D | +2.7% | -5.0% | +7.7% | +5.2% |
| 30D | +12.1% | -13.2% | +25.3% | +19.5% |
| 3M | +57.2% | -3.7% | +61.0% | +58.4% |
| 6M | +73.1% | -17.7% | +90.8% | +87.5% |
| YTD | +30.6% | -21.5% | +52.2% | +43.8% |
| 1Y | +13.5% | -24.5% | +38.0% | +21.0% |
| All | +13.5% | -23.4% | +36.9% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling