+72.3%
XLC vs AVTR
-25.8%
+98.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.6% |
| 7D | +0.6% | +7.4% | -6.8% | -0.2% |
| 30D | +0.2% | +12.2% | -12.0% | -0.9% |
| 3M | +0.6% | +57.4% | -56.7% | -4.3% |
| 6M | -4.5% | +86.7% | -91.2% | -11.0% |
| YTD | -4.7% | +33.1% | -37.8% | -8.2% |
| 1Y | -1.7% | +16.1% | -17.8% | -4.6% |
| 3Y | +72.3% | -24.6% | +96.9% | +76.4% |
| All | +72.3% | -25.8% | +98.1% | +76.4% |
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