-25.3%
AVTR vs XYL
+17.7%
-43.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +0.3% |
| 7D | +7.4% | +1.8% | +5.6% | +6.4% |
| 30D | +12.2% | -9.2% | +21.4% | +18.1% |
| 3M | +57.4% | -0.3% | +57.6% | +56.5% |
| 6M | +86.7% | -11.0% | +97.6% | +96.7% |
| YTD | +33.1% | -19.2% | +52.3% | +48.0% |
| 1Y | +16.1% | -21.2% | +37.4% | +30.7% |
| All | -25.3% | +17.7% | -43.0% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling