+514.5%
VLO vs AVTR
+1.1%
+513.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.1% |
| 7D | +6.2% | +1.6% | +4.7% | +5.9% |
| 30D | +23.5% | +8.4% | +15.1% | +21.3% |
| 3M | +53.9% | +50.2% | +3.7% | +39.5% |
| 6M | +81.7% | +82.6% | -0.9% | +56.4% |
| YTD | +142.5% | +29.8% | +112.6% | +125.1% |
| 1Y | +145.4% | +16.0% | +129.5% | +129.4% |
| 3Y | +197.3% | -26.4% | +223.8% | +202.1% |
| 5Y | +614.6% | -64.5% | +679.1% | +777.3% |
| All | +514.5% | +1.1% | +513.4% | +358.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling