+3.7%
AWK vs AVTR
+17.0%
-13.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.7% | -2.0% | +1.3% | -0.7% |
| 30D | +2.8% | +8.1% | -5.3% | +2.6% |
| 3M | +11.3% | +54.2% | -42.9% | +10.7% |
| 6M | +6.7% | +82.6% | -75.8% | +6.0% |
| YTD | +9.4% | +29.8% | -20.5% | +11.0% |
| 1Y | +3.7% | +18.0% | -14.3% | +9.2% |
| All | +3.7% | +17.0% | -13.3% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling