+129.2%
XRT vs AVTR
+1.7%
+127.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | +0.8% | +2.7% | -1.9% | 0.0% |
| 30D | -4.2% | +12.1% | -16.2% | -7.3% |
| 3M | +5.1% | +57.2% | -52.2% | -8.4% |
| 6M | +2.4% | +73.1% | -70.6% | -13.6% |
| YTD | +3.2% | +30.6% | -27.4% | -6.1% |
| 1Y | +1.5% | +13.5% | -12.0% | -5.5% |
| 3Y | +40.6% | -31.0% | +71.6% | +46.8% |
| 5Y | -1.0% | -63.2% | +62.3% | +21.9% |
| All | +129.2% | +1.7% | +127.5% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling