+7.2%
AVTR vs TW
+217.2%
-210.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +0.5% | +3.9% | -3.5% | -1.0% |
| 30D | -1.0% | +19.9% | -21.0% | -7.7% |
| 3M | +12.2% | +25.9% | -13.7% | +2.4% |
| 6M | +97.5% | +21.1% | +76.3% | +81.5% |
| YTD | +35.6% | +23.9% | +11.7% | +22.4% |
| 1Y | +32.8% | +21.2% | +11.6% | +20.9% |
| 3Y | -16.5% | +44.8% | -61.3% | -33.0% |
| 5Y | -59.1% | +41.4% | -100.5% | -67.5% |
| All | +7.2% | +217.2% | -210.0% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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