+50.3%
CSX vs AVTR
+36.7%
+13.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | +8.7% | +1.5% | +7.1% | +8.6% |
| 3M | +4.2% | +14.2% | -10.0% | +3.5% |
| 6M | +16.7% | +97.4% | -80.7% | +13.0% |
| YTD | +44.5% | +37.3% | +7.2% | +42.8% |
| 1Y | +50.3% | +36.8% | +13.5% | +48.5% |
| All | +50.3% | +36.7% | +13.6% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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