+43.4%
XRT vs AVTR
-25.8%
+69.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.0% | -2.6% |
| 7D | -0.3% | +7.4% | -7.7% | -1.9% |
| 30D | -5.6% | +12.2% | -17.9% | -8.2% |
| 3M | +2.5% | +57.4% | -54.8% | -8.4% |
| 6M | +3.7% | +86.7% | -83.0% | -11.5% |
| YTD | +1.0% | +33.1% | -32.1% | -7.0% |
| 1Y | -1.2% | +16.1% | -17.3% | -7.5% |
| 3Y | +43.4% | -24.6% | +68.0% | +44.7% |
| All | +43.4% | -25.8% | +69.2% | +44.7% |
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