+32.9%
AVTR vs WOLF
+53.8%
-20.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +1.0% |
| 7D | +0.5% | +21.5% | -20.9% | +0.3% |
| 30D | +1.5% | -1.2% | +2.8% | +1.3% |
| 3M | +14.2% | -8.2% | +22.4% | +14.1% |
| 6M | +97.4% | -45.0% | +142.3% | +100.2% |
| YTD | +37.3% | +59.0% | -21.7% | +37.4% |
| 1Y | +36.8% | +59.1% | -22.3% | +36.1% |
| All | +32.9% | +53.8% | -20.9% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 3y: compounded portfolio wealth divided by compounded WOLF 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…
3y analysis · Full analysis span regression · 6 months rolling