+5.2%
AVTR vs BWA
+132.2%
-127.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.5% |
| 7D | +7.4% | +4.3% | +3.1% | +6.0% |
| 30D | +12.2% | -2.9% | +15.1% | +13.0% |
| 3M | +57.4% | -12.4% | +69.8% | +63.1% |
| 6M | +86.7% | +28.6% | +58.1% | +69.9% |
| YTD | +33.1% | +48.2% | -15.2% | +11.6% |
| 1Y | +16.1% | +50.9% | -34.8% | -3.2% |
| 3Y | -24.6% | +72.2% | -96.8% | -41.8% |
| 5Y | -63.5% | +91.1% | -154.6% | -73.9% |
| All | +5.2% | +132.2% | -127.1% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling