-64.5%
AVTR vs XYL
-15.4%
-49.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -1.9% |
| 7D | +1.6% | +0.8% | +0.7% | +1.2% |
| 30D | +8.4% | -10.8% | +19.2% | +14.8% |
| 3M | +50.2% | -2.5% | +52.7% | +51.4% |
| 6M | +82.6% | -12.2% | +94.8% | +93.4% |
| YTD | +29.8% | -20.1% | +49.9% | +44.2% |
| 1Y | +16.0% | -20.6% | +36.6% | +29.1% |
| 3Y | -26.4% | +17.3% | -43.8% | -33.4% |
| 5Y | -64.5% | -14.5% | -50.0% | -63.8% |
| All | -64.5% | -15.4% | -49.0% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling