+43.3%
XLP vs AVTR
-59.2%
+102.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.4% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | +8.3% | +1.5% | +6.8% | +8.2% |
| 3M | +8.7% | +14.2% | -5.5% | +7.5% |
| 6M | +11.2% | +97.4% | -86.2% | +4.8% |
| YTD | +20.0% | +37.3% | -17.3% | +16.4% |
| 1Y | +21.3% | +36.8% | -15.4% | +17.7% |
| 3Y | +43.8% | -15.2% | +59.1% | +43.1% |
| 5Y | +43.3% | -59.2% | +102.5% | +53.6% |
| All | +43.3% | -59.2% | +102.6% | +53.6% |
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