+107.7%
CSX vs AVTR
+5.1%
+102.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.5% | -3.9% |
| 7D | -5.5% | -3.6% | -1.9% | -4.8% |
| 30D | +4.9% | +0.8% | +4.2% | +4.6% |
| 3M | -2.9% | +17.4% | -20.2% | -6.6% |
| 6M | +8.3% | +83.5% | -75.2% | -7.1% |
| YTD | +36.7% | +35.0% | +1.7% | +25.2% |
| 1Y | +41.5% | +36.7% | +4.8% | +28.9% |
| 3Y | +68.6% | -15.3% | +83.9% | +65.0% |
| 5Y | +48.4% | -59.5% | +107.9% | +76.0% |
| All | +107.7% | +5.1% | +102.6% | +64.8% |
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