+64.3%
XLF vs AVTR
-64.6%
+128.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.7% |
| 7D | -1.5% | -1.1% | -0.4% | -1.3% |
| 30D | -1.2% | +6.3% | -7.5% | -2.2% |
| 3M | +9.2% | +53.3% | -44.1% | +0.7% |
| 6M | +16.3% | +78.6% | -62.3% | +3.9% |
| YTD | +5.4% | +29.2% | -23.8% | -0.4% |
| 1Y | +7.6% | +13.8% | -6.2% | +2.7% |
| 3Y | +74.2% | -27.4% | +101.6% | +77.4% |
| All | +64.3% | -64.6% | +128.9% | +90.3% |
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