+41.9%
XLP vs AVTR
-15.6%
+57.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.4% |
| 7D | +0.7% | -3.6% | +4.4% | +0.9% |
| 30D | +10.3% | +0.8% | +9.5% | +10.2% |
| 3M | +6.5% | +17.4% | -10.8% | +5.5% |
| 6M | +8.4% | +83.5% | -75.1% | +4.3% |
| YTD | +18.2% | +35.0% | -16.8% | +15.9% |
| 1Y | +22.4% | +36.7% | -14.2% | +19.8% |
| 3Y | +41.9% | -15.3% | +57.2% | +36.1% |
| All | +41.9% | -15.6% | +57.5% | +36.1% |
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