-59.6%
AVTR vs XYL
-23.3%
-36.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.5% | -3.7% | +4.2% | +2.2% |
| 30D | -1.0% | -8.3% | +7.3% | +1.9% |
| 3M | +12.2% | -21.4% | +33.6% | +24.5% |
| 6M | +97.5% | -12.9% | +110.4% | +106.9% |
| YTD | +35.6% | -30.1% | +65.7% | +58.4% |
| 1Y | +32.8% | -35.2% | +68.0% | +61.5% |
| 3Y | -16.5% | -0.8% | -15.7% | -19.2% |
| All | -59.6% | -23.3% | -36.3% | -55.8% |
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