+474.6%
VLO vs AVTR
+6.9%
+467.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.5% |
| 7D | -0.4% | +0.5% | -1.0% | -0.5% |
| 30D | -16.6% | +1.5% | -18.1% | -16.9% |
| 3M | +12.3% | +14.2% | -1.9% | +8.9% |
| 6M | +47.8% | +97.4% | -49.5% | +25.6% |
| YTD | +126.7% | +37.3% | +89.5% | +107.9% |
| 1Y | +105.4% | +36.8% | +68.6% | +88.1% |
| 3Y | +222.0% | -15.2% | +237.2% | +216.1% |
| 5Y | +449.8% | -59.2% | +509.0% | +551.1% |
| All | +474.6% | +6.9% | +467.7% | +323.7% |
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