+431.3%
XLK vs AVTR
+3.6%
+427.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.2% |
| 7D | +2.3% | +7.4% | -5.1% | +0.4% |
| 30D | -0.1% | +12.2% | -12.3% | -3.0% |
| 3M | +2.1% | +57.4% | -55.3% | -10.4% |
| 6M | +37.2% | +86.7% | -49.5% | +14.3% |
| YTD | +30.8% | +33.1% | -2.3% | +18.9% |
| 1Y | +42.6% | +16.1% | +26.5% | +31.7% |
| 3Y | +121.8% | -24.6% | +146.4% | +122.7% |
| 5Y | +145.7% | -63.5% | +209.2% | +208.9% |
| All | +431.3% | +3.6% | +427.7% | +372.9% |
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