+7.2%
AVTR vs WAB
+361.0%
-353.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +0.5% | +5.1% | -4.6% | -1.7% |
| 30D | -1.0% | +4.0% | -5.0% | -2.8% |
| 3M | +12.2% | +0.1% | +12.1% | +11.8% |
| 6M | +97.5% | +12.8% | +84.7% | +85.0% |
| YTD | +35.6% | +40.1% | -4.5% | +14.3% |
| 1Y | +32.8% | +46.4% | -13.6% | +9.8% |
| 3Y | -16.5% | +167.4% | -183.9% | -47.9% |
| 5Y | -59.1% | +215.0% | -274.2% | -76.6% |
| All | +7.2% | +361.0% | -353.9% | -52.0% |
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