+120.5%
XRT vs AVTR
+1.1%
+119.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.0% |
| 7D | -2.4% | +1.6% | -4.0% | -2.9% |
| 30D | -6.9% | +8.4% | -15.3% | -9.1% |
| 3M | -0.4% | +50.2% | -50.6% | -12.1% |
| 6M | +2.2% | +82.6% | -80.3% | -15.1% |
| YTD | -0.7% | +29.8% | -30.5% | -9.5% |
| 1Y | -2.0% | +16.0% | -18.0% | -9.4% |
| 3Y | +41.0% | -26.4% | +67.5% | +44.3% |
| 5Y | -3.3% | -64.5% | +61.2% | +20.2% |
| All | +120.5% | +1.1% | +119.5% | +83.9% |
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