+94.7%
XBI vs AVTR
+1.1%
+93.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | -0.8% |
| 7D | -3.6% | +1.6% | -5.2% | -4.1% |
| 30D | +0.9% | +8.4% | -7.5% | -1.7% |
| 3M | +21.4% | +50.2% | -28.7% | +5.5% |
| 6M | +25.5% | +82.6% | -57.1% | +1.9% |
| YTD | +30.8% | +29.8% | +1.0% | +17.8% |
| 1Y | +68.6% | +16.0% | +52.6% | +53.6% |
| 3Y | +103.9% | -26.4% | +130.4% | +108.8% |
| 5Y | +20.8% | -64.5% | +85.2% | +58.3% |
| All | +94.7% | +1.1% | +93.7% | +73.4% |
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