+72.6%
XYZ vs AVTR
-15.6%
+88.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.0% |
| 7D | +12.1% | -3.6% | +15.8% | +13.5% |
| 30D | +12.4% | +0.8% | +11.6% | +12.0% |
| 3M | +8.2% | +17.4% | -9.2% | +2.5% |
| 6M | +20.7% | +83.5% | -62.8% | -2.5% |
| YTD | +31.3% | +35.0% | -3.7% | +16.3% |
| 1Y | +20.5% | +36.7% | -16.1% | +6.0% |
| 3Y | +72.6% | -15.3% | +87.9% | +65.2% |
| All | +72.6% | -15.6% | +88.2% | +65.2% |
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