+371.1%
GLW vs AVTR
+8.1%
+363.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.8% | +6.4% | +8.6% |
| 7D | -5.9% | +1.9% | -7.8% | -6.2% |
| 30D | -26.0% | +1.5% | -27.5% | -26.2% |
| 3M | -29.9% | +17.1% | -47.0% | -32.6% |
| 6M | -37.8% | +91.5% | -129.2% | -47.7% |
| YTD | +33.1% | +38.8% | -5.7% | +20.4% |
| 1Y | +36.8% | +37.7% | -0.9% | +23.8% |
| 3Y | +356.1% | -13.5% | +369.6% | +340.2% |
| 5Y | +243.8% | -59.3% | +303.1% | +309.2% |
| All | +371.1% | +8.1% | +363.0% | +303.3% |
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