+200.6%
XOM vs AVTR
+1.1%
+199.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | -2.0% | +3.9% | +2.2% |
| 30D | +4.1% | +8.1% | -4.0% | +2.8% |
| 3M | +10.4% | +54.2% | -43.8% | +2.9% |
| 6M | +13.0% | +82.6% | -69.5% | +2.0% |
| YTD | +40.1% | +29.8% | +10.2% | +33.3% |
| 1Y | +51.1% | +18.0% | +33.1% | +44.1% |
| 3Y | +57.7% | -26.4% | +84.2% | +59.8% |
| 5Y | +264.7% | -64.8% | +329.6% | +326.0% |
| All | +200.6% | +1.1% | +199.5% | +145.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling