+35.0%
XLB vs AVTR
-64.4%
+99.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.6% |
| 7D | -2.9% | +1.6% | -4.5% | -3.3% |
| 30D | -3.4% | +8.4% | -11.7% | -4.9% |
| 3M | +1.6% | +50.2% | -48.6% | -7.0% |
| 6M | +3.6% | +82.6% | -78.9% | -9.3% |
| YTD | +14.2% | +29.8% | -15.6% | +6.9% |
| 1Y | +15.6% | +16.0% | -0.4% | +9.2% |
| 3Y | +33.1% | -26.4% | +59.6% | +35.2% |
| 5Y | +35.0% | -64.5% | +99.5% | +58.1% |
| All | +35.0% | -64.4% | +99.5% | +58.1% |
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