-16.5%
AVTR vs WY
-23.6%
+7.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.4% |
| 7D | +0.5% | -0.8% | +1.3% | +0.9% |
| 30D | -1.0% | +10.1% | -11.1% | -6.7% |
| 3M | +12.2% | -15.4% | +27.6% | +22.7% |
| 6M | +97.5% | -8.3% | +105.8% | +104.2% |
| YTD | +35.6% | -9.8% | +45.4% | +39.5% |
| 1Y | +32.8% | -3.9% | +36.7% | +30.5% |
| 3Y | -16.5% | -23.3% | +6.8% | -4.2% |
| All | -16.5% | -23.6% | +7.1% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling