+423.8%
GWW vs AVTR
+0.6%
+423.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -3.4% | -1.1% | -2.3% | -3.2% |
| 30D | -1.9% | +6.3% | -8.2% | -3.3% |
| 3M | -2.4% | +53.3% | -55.7% | -11.7% |
| 6M | +15.7% | +78.6% | -62.9% | +0.7% |
| YTD | +27.6% | +29.2% | -1.6% | +18.8% |
| 1Y | +27.2% | +13.8% | +13.4% | +19.9% |
| 3Y | +89.7% | -27.4% | +117.1% | +92.9% |
| 5Y | +223.9% | -65.0% | +288.9% | +286.7% |
| All | +423.8% | +0.6% | +423.2% | +355.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling