+143.2%
XLF vs AVTR
+1.1%
+142.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | -1.0% | +1.6% | -2.6% | -1.4% |
| 30D | -1.3% | +8.4% | -9.7% | -3.2% |
| 3M | +9.1% | +50.2% | -41.0% | -1.6% |
| 6M | +14.4% | +82.6% | -68.2% | -2.1% |
| YTD | +5.1% | +29.8% | -24.8% | -2.8% |
| 1Y | +8.6% | +16.0% | -7.3% | +1.5% |
| 3Y | +74.4% | -26.4% | +100.9% | +76.9% |
| 5Y | +64.4% | -64.5% | +128.8% | +101.4% |
| All | +143.2% | +1.1% | +142.1% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling