-64.8%
AVTR vs TW
+19.6%
-84.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -2.0% | -2.7% | +0.7% | -1.4% |
| 30D | +8.1% | -1.7% | +9.8% | +8.4% |
| 3M | +54.2% | +1.6% | +52.6% | +53.1% |
| 6M | +82.6% | -17.7% | +100.3% | +91.4% |
| YTD | +29.8% | -4.3% | +34.2% | +30.0% |
| 1Y | +18.0% | -13.1% | +31.1% | +21.4% |
| 3Y | -26.4% | +20.3% | -46.7% | -34.9% |
| 5Y | -64.8% | +22.0% | -86.8% | -68.2% |
| All | -64.8% | +19.6% | -84.5% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling