+2.6%
AVTR vs WTW
+96.6%
-94.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -2.0% | -7.8% | +5.8% | +1.8% |
| 30D | +8.1% | -7.9% | +15.9% | +12.3% |
| 3M | +54.2% | +19.9% | +34.2% | +39.9% |
| 6M | +82.6% | +9.8% | +72.8% | +71.4% |
| YTD | +29.8% | -3.3% | +33.2% | +29.4% |
| 1Y | +18.0% | -3.3% | +21.3% | +17.1% |
| 3Y | -26.4% | +61.5% | -88.0% | -46.5% |
| 5Y | -64.8% | +42.6% | -107.4% | -73.0% |
| All | +2.6% | +96.6% | -94.0% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling