-64.5%
AVTR vs WAB
+224.0%
-288.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.8% |
| 7D | +1.6% | +0.2% | +1.3% | +1.5% |
| 30D | +8.4% | -4.6% | +12.9% | +10.6% |
| 3M | +50.2% | +5.6% | +44.5% | +44.7% |
| 6M | +82.6% | +13.8% | +68.8% | +68.6% |
| YTD | +29.8% | +31.9% | -2.0% | +10.9% |
| 1Y | +16.0% | +48.3% | -32.3% | -7.1% |
| 3Y | -26.4% | +167.1% | -193.6% | -56.7% |
| 5Y | -64.5% | +222.9% | -287.3% | -81.3% |
| All | -64.5% | +224.0% | -288.4% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling