+4.1%
FXI vs AVTR
+1.7%
+2.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +1.8% |
| 7D | +1.0% | +2.7% | -1.6% | +0.5% |
| 30D | -0.6% | +12.1% | -12.6% | -2.6% |
| 3M | +1.9% | +57.2% | -55.3% | -6.7% |
| 6M | -0.2% | +73.1% | -73.2% | -10.6% |
| YTD | -5.6% | +30.6% | -36.2% | -11.2% |
| 1Y | -4.7% | +13.5% | -18.2% | -9.1% |
| 3Y | +38.0% | -31.0% | +69.0% | +41.8% |
| 5Y | -2.7% | -63.2% | +60.6% | +13.2% |
| All | +4.1% | +1.7% | +2.4% | -4.4% |
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