+7.7%
AVTR vs BBWI
+43.2%
-35.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.1% |
| 7D | +3.2% | -4.5% | +7.7% | +4.2% |
| 30D | +0.5% | +17.1% | -16.7% | -3.1% |
| 3M | +12.1% | +17.5% | -5.3% | +7.3% |
| 6M | +91.2% | +12.8% | +78.4% | +83.1% |
| YTD | +36.3% | +8.2% | +28.1% | +30.4% |
| 1Y | +35.2% | -1.8% | +37.0% | +30.6% |
| 3Y | -15.8% | -25.8% | +9.9% | -15.9% |
| 5Y | -58.9% | -68.0% | +9.1% | -53.2% |
| All | +7.7% | +43.2% | -35.5% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling