+3.2%
AVTR vs XYL
+52.9%
-49.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.4% |
| 7D | +2.7% | -5.0% | +7.7% | +5.5% |
| 30D | +12.1% | -13.2% | +25.3% | +20.6% |
| 3M | +57.2% | -3.7% | +61.0% | +59.7% |
| 6M | +73.1% | -17.7% | +90.8% | +90.3% |
| YTD | +30.6% | -21.5% | +52.2% | +47.0% |
| 1Y | +13.5% | -24.5% | +38.0% | +30.2% |
| 3Y | -31.0% | +6.9% | -38.0% | -34.9% |
| 5Y | -63.2% | -18.1% | -45.2% | -61.1% |
| All | +3.2% | +52.9% | -49.6% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling