+2.6%
AVTR vs BWA
+130.2%
-127.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -2.0% | -0.1% | -2.0% | -2.1% |
| 30D | +8.1% | -5.5% | +13.5% | +9.8% |
| 3M | +54.2% | -7.6% | +61.8% | +57.1% |
| 6M | +82.6% | +25.0% | +57.6% | +67.8% |
| YTD | +29.8% | +47.0% | -17.1% | +9.2% |
| 1Y | +18.0% | +54.0% | -36.0% | -2.4% |
| 3Y | -26.4% | +70.7% | -97.1% | -43.0% |
| 5Y | -64.8% | +86.7% | -151.5% | -74.7% |
| All | +2.6% | +130.2% | -127.6% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling