+112.2%
XLV vs AVTR
+1.1%
+111.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.4% | -2.0% | -2.3% | -4.0% |
| 30D | -1.4% | +8.1% | -9.5% | -3.0% |
| 3M | +8.9% | +54.2% | -45.3% | -0.7% |
| 6M | +9.1% | +82.6% | -73.5% | -4.2% |
| YTD | +7.9% | +29.8% | -21.9% | +1.1% |
| 1Y | +22.7% | +18.0% | +4.7% | +15.6% |
| 3Y | +31.9% | -26.4% | +58.4% | +33.5% |
| 5Y | +34.9% | -64.8% | +99.7% | +59.4% |
| All | +112.2% | +1.1% | +111.1% | +93.3% |
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