+108.4%
ITW vs AVTR
+1.1%
+107.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.2% |
| 7D | -1.9% | +1.6% | -3.5% | -2.2% |
| 30D | -10.4% | +8.4% | -18.7% | -12.0% |
| 3M | +3.5% | +50.2% | -46.6% | -5.8% |
| 6M | -3.4% | +82.6% | -85.9% | -16.3% |
| YTD | +8.5% | +29.8% | -21.3% | +1.0% |
| 1Y | +3.2% | +16.0% | -12.7% | -2.9% |
| 3Y | +18.9% | -26.4% | +45.3% | +20.8% |
| 5Y | +35.0% | -64.5% | +99.5% | +60.0% |
| All | +108.4% | +1.1% | +107.3% | +82.2% |
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