+62.9%
XLC vs AVTR
-15.3%
+78.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | +6.2% | -0.1% | +6.4% | +6.2% |
| 30D | -2.4% | -0.6% | -1.7% | -2.4% |
| 3M | -3.3% | +13.4% | -16.7% | -4.6% |
| 6M | -7.3% | +87.4% | -94.7% | -13.5% |
| YTD | -7.6% | +35.9% | -43.5% | -11.2% |
| 1Y | -3.7% | +35.4% | -39.1% | -7.4% |
| 3Y | +62.9% | -16.1% | +79.0% | +64.4% |
| All | +62.9% | -15.3% | +78.3% | +64.4% |
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