+33.6%
XLY vs AVTR
-27.0%
+60.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -1.7% | -1.1% | -0.6% | -1.5% |
| 30D | -4.2% | +6.3% | -10.5% | -5.2% |
| 3M | -2.7% | +53.3% | -56.0% | -10.1% |
| 6M | -0.6% | +78.6% | -79.3% | -11.1% |
| YTD | -5.0% | +29.2% | -34.3% | -10.3% |
| 1Y | -4.1% | +13.8% | -17.9% | -8.7% |
| 3Y | +33.6% | -27.4% | +61.0% | +36.5% |
| All | +33.6% | -27.0% | +60.6% | +36.5% |
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