+485.7%
VLO vs AVTR
+1.7%
+484.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.3% |
| 7D | +5.2% | +2.7% | +2.5% | +4.6% |
| 30D | +22.6% | +12.1% | +10.5% | +19.5% |
| 3M | +43.8% | +57.2% | -13.5% | +29.0% |
| 6M | +65.7% | +73.1% | -7.3% | +44.5% |
| YTD | +131.1% | +30.6% | +100.5% | +114.3% |
| 1Y | +143.6% | +13.5% | +130.1% | +129.1% |
| 3Y | +201.4% | -31.0% | +232.4% | +212.1% |
| 5Y | +568.9% | -63.2% | +632.1% | +711.7% |
| All | +485.7% | +1.7% | +484.0% | +336.9% |
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 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