+30.8%
XLV vs AVTR
-27.0%
+57.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -3.6% | -1.1% | -2.5% | -3.4% |
| 30D | -1.8% | +6.3% | -8.1% | -2.7% |
| 3M | +7.8% | +53.3% | -45.5% | +1.2% |
| 6M | +9.1% | +78.6% | -69.5% | -0.1% |
| YTD | +7.7% | +29.2% | -21.5% | +3.0% |
| 1Y | +20.4% | +13.8% | +6.6% | +15.9% |
| 3Y | +30.8% | -27.4% | +58.2% | +32.2% |
| All | +30.8% | -27.0% | +57.7% | +32.2% |
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