+183.4%
VLO vs AVTR
-27.2%
+210.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.2% |
| 7D | +5.2% | +2.7% | +2.5% | +4.9% |
| 30D | +22.6% | +12.1% | +10.5% | +21.1% |
| 3M | +43.8% | +57.2% | -13.5% | +36.3% |
| 6M | +65.7% | +73.1% | -7.3% | +54.9% |
| YTD | +131.1% | +30.6% | +100.5% | +124.3% |
| 1Y | +143.6% | +13.5% | +130.1% | +138.0% |
| All | +183.4% | -27.2% | +210.5% | +187.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling