+8.3%
CSX vs AVTR
+84.2%
-75.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.5% | -3.5% |
| 7D | -5.5% | -3.6% | -1.9% | -5.3% |
| 30D | +4.9% | +0.8% | +4.2% | +4.8% |
| 3M | -2.9% | +17.4% | -20.2% | -3.4% |
| 6M | +8.3% | +83.5% | -75.2% | +8.6% |
| All | +8.3% | +84.2% | -75.8% | +8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling