+27.7%
GLW vs AVTR
+34.2%
-6.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.2% |
| 7D | -11.1% | -0.1% | -11.0% | -11.1% |
| 30D | -28.4% | -0.6% | -27.8% | -28.4% |
| 3M | -28.8% | +13.4% | -42.2% | -28.9% |
| 6M | -39.8% | +87.4% | -127.2% | -43.7% |
| YTD | +28.7% | +35.9% | -7.1% | +22.1% |
| 1Y | +27.7% | +35.4% | -7.7% | +19.2% |
| All | +27.7% | +34.2% | -6.5% | +19.2% |
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