+2.1%
AVTR vs WY
+18.3%
-16.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.1% | -4.2% | +3.1% | +0.9% |
| 30D | +6.3% | -10.1% | +16.4% | +11.7% |
| 3M | +53.3% | -8.5% | +61.8% | +59.3% |
| 6M | +78.6% | -3.3% | +82.0% | +80.4% |
| YTD | +29.2% | -4.4% | +33.6% | +30.4% |
| 1Y | +13.8% | -11.5% | +25.3% | +19.5% |
| 3Y | -27.4% | -24.3% | -3.1% | -18.6% |
| 5Y | -65.0% | -21.3% | -43.7% | -61.6% |
| All | +2.1% | +18.3% | -16.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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