+34.5%
XLB vs AVTR
-25.8%
+60.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.2% |
| 7D | -0.2% | +7.4% | -7.6% | -1.4% |
| 30D | -1.7% | +12.2% | -14.0% | -3.5% |
| 3M | +4.4% | +57.4% | -53.0% | -3.5% |
| 6M | +5.0% | +86.7% | -81.6% | -6.0% |
| YTD | +15.5% | +33.1% | -17.6% | +9.2% |
| 1Y | +14.9% | +16.1% | -1.2% | +9.9% |
| 3Y | +34.5% | -24.6% | +59.1% | +36.4% |
| All | +34.5% | -25.8% | +60.3% | +36.4% |
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 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