+26.7%
XYZ vs AVTR
+1.7%
+25.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | -1.0% | +2.7% | -3.6% | -2.3% |
| 30D | -1.7% | +12.1% | -13.8% | -7.3% |
| 3M | +16.7% | +57.2% | -40.5% | -9.4% |
| 6M | +26.9% | +73.1% | -46.2% | -7.0% |
| YTD | +27.1% | +30.6% | -3.5% | +7.7% |
| 1Y | +9.3% | +13.5% | -4.2% | -4.0% |
| 3Y | +42.3% | -31.0% | +73.3% | +53.4% |
| 5Y | -69.3% | -63.2% | -6.1% | -51.6% |
| All | +26.7% | +1.7% | +25.0% | +18.2% |
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 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