+5.2%
AVTR vs WY
+21.7%
-16.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.5% |
| 7D | +7.4% | -2.1% | +9.5% | +8.4% |
| 30D | +12.2% | -10.5% | +22.7% | +18.2% |
| 3M | +57.4% | -4.9% | +62.2% | +60.6% |
| 6M | +86.7% | -4.9% | +91.6% | +89.9% |
| YTD | +33.1% | -1.7% | +34.7% | +32.5% |
| 1Y | +16.1% | -9.4% | +25.5% | +20.6% |
| 3Y | -24.6% | -22.3% | -2.3% | -16.5% |
| 5Y | -63.5% | -20.5% | -43.0% | -60.2% |
| All | +5.2% | +21.7% | -16.5% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling