+3.2%
AVTR vs BBWI
+32.6%
-29.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -2.1% |
| 7D | +2.7% | +1.5% | +1.2% | +2.3% |
| 30D | +12.1% | -5.2% | +17.2% | +12.9% |
| 3M | +57.2% | +11.1% | +46.1% | +52.2% |
| 6M | +73.1% | -13.4% | +86.4% | +75.5% |
| YTD | +30.6% | +0.1% | +30.5% | +27.8% |
| 1Y | +13.5% | -36.1% | +49.6% | +21.4% |
| 3Y | -31.0% | -44.1% | +13.1% | -26.6% |
| 5Y | -63.2% | -66.2% | +3.0% | -58.3% |
| All | +3.2% | +32.6% | -29.3% | -16.0% |
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