+60.5%
XOM vs AVTR
-27.0%
+87.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.5% |
| 7D | +4.1% | -1.1% | +5.2% | +4.1% |
| 30D | +4.6% | +6.3% | -1.7% | +4.2% |
| 3M | +14.0% | +53.3% | -39.4% | +11.4% |
| 6M | +11.0% | +78.6% | -67.7% | +7.4% |
| YTD | +40.7% | +29.2% | +11.5% | +39.5% |
| 1Y | +52.3% | +13.8% | +38.5% | +51.3% |
| 3Y | +60.5% | -27.4% | +87.9% | +60.0% |
| All | +60.5% | -27.0% | +87.4% | +60.0% |
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