+2.6%
AVTR vs WAB
+333.7%
-331.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +8.1% | -5.9% | +13.9% | +10.9% |
| 3M | +54.2% | +9.4% | +44.8% | +46.8% |
| 6M | +82.6% | +13.8% | +68.7% | +69.9% |
| YTD | +29.8% | +31.8% | -1.9% | +12.7% |
| 1Y | +18.0% | +48.5% | -30.5% | -3.3% |
| 3Y | -26.4% | +167.0% | -193.4% | -54.0% |
| 5Y | -64.8% | +222.3% | -287.2% | -80.1% |
| All | +2.6% | +333.7% | -331.0% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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