+31.0%
XLB vs AVTR
-59.2%
+90.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +7.2% | +1.5% | +5.7% | +6.8% |
| 3M | 0.0% | +14.2% | -14.2% | -2.8% |
| 6M | +2.3% | +97.4% | -95.1% | -12.0% |
| YTD | +18.4% | +37.3% | -18.8% | +9.4% |
| 1Y | +23.3% | +36.8% | -13.4% | +13.8% |
| 3Y | +45.2% | -15.2% | +60.4% | +42.4% |
| 5Y | +31.0% | -59.2% | +90.1% | +53.7% |
| All | +31.0% | -59.2% | +90.2% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling