+2.1%
AVTR vs WTW
+96.8%
-94.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -1.1% | -5.7% | +4.6% | +1.7% |
| 30D | +6.3% | -7.3% | +13.6% | +10.2% |
| 3M | +53.3% | +21.5% | +31.9% | +38.3% |
| 6M | +78.6% | +9.6% | +69.0% | +67.9% |
| YTD | +29.2% | -3.3% | +32.5% | +28.7% |
| 1Y | +13.8% | -6.1% | +20.0% | +14.9% |
| 3Y | -27.4% | +61.8% | -89.3% | -47.3% |
| 5Y | -65.0% | +42.7% | -107.7% | -73.1% |
| All | +2.1% | +96.8% | -94.6% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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