+111.7%
ITW vs AVTR
+0.6%
+111.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.7% | -1.1% | +0.3% | -0.5% |
| 30D | -8.3% | +6.3% | -14.6% | -9.6% |
| 3M | +6.0% | +53.3% | -47.3% | -4.0% |
| 6M | 0.0% | +78.6% | -78.7% | -12.9% |
| YTD | +10.2% | +29.2% | -19.0% | +2.7% |
| 1Y | +3.2% | +13.8% | -10.6% | -2.5% |
| 3Y | +21.0% | -27.4% | +48.4% | +23.3% |
| 5Y | +37.9% | -65.0% | +102.9% | +64.1% |
| All | +111.7% | +0.6% | +111.1% | +85.3% |
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 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