+7.6%
XLF vs AVTR
+16.7%
-9.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.7% |
| 7D | -1.5% | -1.1% | -0.4% | -1.4% |
| 30D | -1.2% | +6.3% | -7.5% | -1.6% |
| 3M | +9.2% | +53.3% | -44.1% | +4.9% |
| 6M | +16.3% | +78.6% | -62.3% | +9.8% |
| YTD | +5.4% | +29.2% | -23.8% | +1.9% |
| 1Y | +7.6% | +13.8% | -6.2% | +5.4% |
| All | +7.6% | +16.7% | -9.1% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling