+2.6%
AVTR vs GWRE
+30.9%
-28.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -2.0% | -30.9% | +28.9% | +8.8% |
| 30D | +8.1% | -20.7% | +28.8% | +14.5% |
| 3M | +54.2% | +20.2% | +34.0% | +42.1% |
| 6M | +82.6% | -11.9% | +94.4% | +82.6% |
| YTD | +29.8% | -30.3% | +60.1% | +39.6% |
| 1Y | +18.0% | -44.6% | +62.6% | +38.1% |
| 3Y | -26.4% | +48.8% | -75.2% | -45.3% |
| 5Y | -64.8% | +14.8% | -79.6% | -71.2% |
| All | +2.6% | +30.9% | -28.3% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling