-64.5%
AVTR vs BBWI
-68.8%
+4.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.3% | +3.9% | -1.0% |
| 7D | +1.6% | -4.4% | +6.0% | +2.6% |
| 30D | +8.4% | -7.4% | +15.8% | +9.8% |
| 3M | +50.2% | -2.2% | +52.4% | +49.1% |
| 6M | +82.6% | -16.3% | +98.9% | +86.6% |
| YTD | +29.8% | -9.1% | +39.0% | +29.5% |
| 1Y | +16.0% | -34.5% | +50.5% | +24.4% |
| 3Y | -26.4% | -47.0% | +20.5% | -20.4% |
| 5Y | -64.5% | -68.8% | +4.4% | -56.8% |
| All | -64.5% | -68.8% | +4.4% | -56.8% |
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