+119.4%
CSX vs AVTR
+6.9%
+112.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | +8.7% | +1.5% | +7.1% | +8.2% |
| 3M | +4.2% | +14.2% | -10.0% | +0.9% |
| 6M | +16.7% | +97.4% | -80.7% | -1.6% |
| YTD | +44.5% | +37.3% | +7.2% | +31.8% |
| 1Y | +50.3% | +36.8% | +13.5% | +36.9% |
| 3Y | +76.3% | -15.2% | +91.6% | +72.7% |
| 5Y | +58.1% | -59.2% | +117.3% | +87.4% |
| All | +119.4% | +6.9% | +112.6% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling