+2.1%
AVTR vs GWRE
+31.7%
-29.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -1.1% | -13.2% | +12.2% | +3.2% |
| 30D | +6.3% | -18.6% | +24.9% | +11.7% |
| 3M | +53.3% | +18.9% | +34.4% | +41.8% |
| 6M | +78.6% | -11.0% | +89.6% | +78.1% |
| YTD | +29.2% | -29.9% | +59.1% | +38.7% |
| 1Y | +13.8% | -44.3% | +58.2% | +33.0% |
| 3Y | -27.4% | +51.7% | -79.1% | -46.5% |
| 5Y | -65.0% | +15.4% | -80.5% | -71.4% |
| All | +2.1% | +31.7% | -29.5% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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