+108.9%
CSX vs AVTR
+1.7%
+107.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | -3.4% | +2.7% | -6.1% | -4.0% |
| 30D | -3.1% | +12.1% | -15.1% | -5.6% |
| 3M | +7.2% | +57.2% | -50.1% | -4.2% |
| 6M | +16.2% | +73.1% | -56.9% | +0.9% |
| YTD | +37.5% | +30.6% | +6.9% | +27.1% |
| 1Y | +53.2% | +13.5% | +39.7% | +44.0% |
| 3Y | +68.2% | -31.0% | +99.2% | +74.4% |
| 5Y | +65.2% | -63.2% | +128.5% | +101.1% |
| All | +108.9% | +1.7% | +107.2% | +67.3% |
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