-59.6%
AVTR vs BBWI
-67.3%
+7.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -0.1% | -4.2% | +4.1% | +0.8% |
| 30D | -0.6% | +24.9% | -25.5% | -5.8% |
| 3M | +13.4% | +13.2% | +0.2% | +9.1% |
| 6M | +87.4% | +12.1% | +75.3% | +79.0% |
| YTD | +35.9% | +11.1% | +24.8% | +28.5% |
| 1Y | +35.4% | +0.7% | +34.7% | +29.6% |
| 3Y | -16.1% | -23.8% | +7.6% | -16.8% |
| All | -59.6% | -67.3% | +7.7% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling