+342.1%
GLW vs AVTR
-64.3%
+406.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +5.9% |
| 7D | +3.8% | +2.7% | +1.1% | +3.3% |
| 30D | -1.3% | +12.1% | -13.4% | -3.3% |
| 3M | -21.8% | +57.2% | -79.1% | -28.6% |
| 6M | +6.9% | +73.1% | -66.2% | -4.5% |
| YTD | +77.2% | +30.6% | +46.5% | +66.1% |
| 1Y | +123.2% | +13.5% | +109.7% | +111.1% |
| 3Y | +400.0% | -31.0% | +431.0% | +414.7% |
| All | +342.1% | -64.3% | +406.4% | +417.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling