+117.5%
XLK vs AVTR
-26.6%
+144.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.4% | -2.0% | +1.6% | -0.2% |
| 30D | -0.5% | +8.1% | -8.5% | -1.5% |
| 3M | +5.0% | +54.2% | -49.2% | -1.8% |
| 6M | +32.9% | +82.6% | -49.7% | +20.9% |
| YTD | +29.0% | +29.8% | -0.9% | +22.9% |
| 1Y | +37.8% | +18.0% | +19.8% | +31.2% |
| All | +117.5% | -26.6% | +144.2% | +122.5% |
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