+427.5%
GWW vs AVTR
+3.6%
+423.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.5% | -3.1% |
| 7D | -1.5% | +7.4% | -8.9% | -3.0% |
| 30D | +1.1% | +12.2% | -11.1% | -1.4% |
| 3M | -1.0% | +57.4% | -58.4% | -10.9% |
| 6M | +16.3% | +86.7% | -70.3% | +0.3% |
| YTD | +28.5% | +33.1% | -4.6% | +18.9% |
| 1Y | +30.3% | +16.1% | +14.1% | +22.3% |
| 3Y | +91.6% | -24.6% | +116.2% | +93.2% |
| 5Y | +224.0% | -63.5% | +287.5% | +283.0% |
| All | +427.5% | +3.6% | +423.9% | +356.4% |
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