+526.9%
GLW vs AVTR
+1.7%
+525.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.0% |
| 7D | +3.8% | +2.7% | +1.1% | +3.1% |
| 30D | -1.3% | +12.1% | -13.4% | -4.0% |
| 3M | -21.8% | +57.2% | -79.1% | -30.6% |
| 6M | +6.9% | +73.1% | -66.2% | -7.8% |
| YTD | +77.2% | +30.6% | +46.5% | +62.7% |
| 1Y | +123.2% | +13.5% | +109.7% | +107.8% |
| 3Y | +400.0% | -31.0% | +431.0% | +415.1% |
| 5Y | +342.8% | -63.2% | +406.0% | +440.4% |
| All | +526.9% | +1.7% | +525.2% | +445.0% |
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