+32.2%
AWK vs AVTR
-16.2%
+48.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +0.1% | +0.5% | -0.3% | +0.1% |
| 30D | +14.3% | -1.0% | +15.3% | +14.3% |
| 3M | +10.3% | +12.2% | -1.9% | +9.8% |
| 6M | +18.9% | +97.5% | -78.5% | +16.5% |
| YTD | +17.7% | +35.6% | -17.9% | +17.2% |
| 1Y | +16.9% | +32.8% | -16.0% | +16.4% |
| 3Y | +32.2% | -16.5% | +48.7% | +29.1% |
| All | +32.2% | -16.2% | +48.4% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling