+71.5%
XLI vs AVTR
-16.2%
+87.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +3.8% | +0.5% | +3.3% | +3.7% |
| 30D | +1.0% | -1.0% | +2.1% | +1.2% |
| 3M | -8.9% | +12.2% | -21.1% | -10.4% |
| 6M | -2.3% | +97.5% | -99.7% | -12.1% |
| YTD | +9.7% | +35.6% | -25.9% | +4.0% |
| 1Y | +12.3% | +32.8% | -20.5% | +6.7% |
| 3Y | +71.5% | -16.5% | +88.0% | +70.5% |
| All | +71.5% | -16.2% | +87.6% | +70.5% |
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