+41.7%
AWK vs AVTR
+0.6%
+41.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.5% |
| 7D | -2.1% | -1.1% | -1.1% | -2.0% |
| 30D | +2.1% | +6.3% | -4.3% | +1.3% |
| 3M | +11.4% | +53.3% | -41.9% | +5.4% |
| 6M | +3.9% | +78.6% | -74.7% | -3.9% |
| YTD | +7.7% | +29.2% | -21.5% | +3.7% |
| 1Y | +1.3% | +13.8% | -12.5% | -1.5% |
| 3Y | +7.2% | -27.4% | +34.6% | +9.5% |
| 5Y | -17.0% | -65.0% | +48.0% | -6.2% |
| All | +41.7% | +0.6% | +41.1% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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