+44.8%
AWK vs AVTR
+1.7%
+43.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +1.7% | +2.7% | -0.9% | +1.4% |
| 30D | +5.6% | +12.1% | -6.5% | +4.1% |
| 3M | +15.9% | +57.2% | -41.4% | +9.3% |
| 6M | +4.6% | +73.1% | -68.5% | -2.9% |
| YTD | +10.1% | +30.6% | -20.6% | +5.8% |
| 1Y | +2.1% | +13.5% | -11.4% | -0.7% |
| 3Y | +9.8% | -31.0% | +40.9% | +13.3% |
| 5Y | -15.4% | -63.2% | +47.9% | -5.0% |
| All | +44.8% | +1.7% | +43.1% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling