+3.2%
AVTR vs WU
-39.8%
+43.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.1% |
| 7D | +2.7% | -0.8% | +3.5% | +3.0% |
| 30D | +12.1% | -1.1% | +13.2% | +12.4% |
| 3M | +57.2% | -3.9% | +61.1% | +57.0% |
| 6M | +73.1% | -20.7% | +93.7% | +84.4% |
| YTD | +30.6% | -18.4% | +49.0% | +37.8% |
| 1Y | +13.5% | -8.1% | +21.6% | +13.8% |
| 3Y | -31.0% | -24.2% | -6.9% | -26.4% |
| 5Y | -63.2% | -50.4% | -12.8% | -56.8% |
| All | +3.2% | -39.8% | +43.0% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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