+5.2%
AVTR vs TW
+146.1%
-141.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +3.0% |
| 7D | +7.4% | -3.5% | +10.9% | +8.7% |
| 30D | +12.2% | +0.5% | +11.7% | +11.8% |
| 3M | +57.4% | +4.9% | +52.4% | +53.4% |
| 6M | +86.7% | -17.1% | +103.8% | +98.5% |
| YTD | +33.1% | -3.9% | +36.9% | +32.6% |
| 1Y | +16.1% | -13.3% | +29.4% | +20.7% |
| 3Y | -24.6% | +20.9% | -45.5% | -35.7% |
| 5Y | -63.5% | +20.5% | -84.0% | -69.6% |
| All | +5.2% | +146.1% | -141.0% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling