+69.8%
XLI vs AVTR
-26.6%
+96.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.2% |
| 7D | -0.6% | +1.6% | -2.1% | -0.8% |
| 30D | -6.9% | +8.4% | -15.3% | -8.0% |
| 3M | -1.9% | +50.2% | -52.1% | -8.0% |
| 6M | +1.0% | +82.6% | -81.5% | -8.3% |
| YTD | +11.3% | +29.8% | -18.5% | +6.2% |
| 1Y | +15.8% | +16.0% | -0.2% | +10.9% |
| All | +69.8% | -26.6% | +96.4% | +74.2% |
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