+154.1%
XLI vs AVTR
+5.6%
+148.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.3% |
| 6M | -2.3% | +97.5% | -99.7% | -17.0% |
| YTD | +9.7% | +35.6% | -25.9% | +0.7% |
| 1Y | +12.3% | +32.8% | -20.5% | +3.5% |
| 3Y | +71.5% | -16.5% | +88.0% | +68.7% |
| 5Y | +70.2% | -59.1% | +129.3% | +98.0% |
| All | +154.1% | +5.6% | +148.6% | +116.0% |
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