+148.7%
XLK vs AVTR
-64.6%
+213.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.2% | -1.1% | +1.3% | +0.4% |
| 30D | -0.6% | +6.3% | -6.9% | -1.9% |
| 3M | +2.6% | +53.3% | -50.8% | -7.3% |
| 6M | +34.0% | +78.6% | -44.7% | +16.6% |
| YTD | +30.7% | +29.2% | +1.4% | +21.7% |
| 1Y | +39.2% | +13.8% | +25.4% | +31.0% |
| 3Y | +120.4% | -27.4% | +147.9% | +123.8% |
| All | +148.7% | -64.6% | +213.3% | +230.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling