-27.1%
AVTR vs WY
-25.0%
-2.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +1.6% |
| 7D | -2.0% | -3.7% | +1.6% | +0.1% |
| 30D | +8.1% | -11.3% | +19.4% | +16.0% |
| 3M | +54.2% | -8.1% | +62.3% | +61.3% |
| 6M | +82.6% | -7.4% | +90.0% | +89.1% |
| YTD | +29.8% | -4.7% | +34.5% | +30.4% |
| 1Y | +18.0% | -9.2% | +27.2% | +22.9% |
| All | -27.1% | -25.0% | -2.1% | -17.9% |
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