+36.4%
ITW vs AVTR
-64.7%
+101.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.4% | -2.0% | -0.3% | -2.0% |
| 30D | -9.5% | +8.1% | -17.6% | -10.9% |
| 3M | +6.6% | +54.2% | -47.5% | -2.3% |
| 6M | -1.8% | +82.6% | -84.3% | -13.3% |
| YTD | +9.0% | +29.8% | -20.8% | +2.5% |
| 1Y | +3.6% | +18.0% | -14.4% | -2.1% |
| 3Y | +19.4% | -26.4% | +45.9% | +21.3% |
| 5Y | +36.4% | -64.8% | +101.2% | +54.1% |
| All | +36.4% | -64.7% | +101.1% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling