+101.5%
IWM vs AVTR
+5.8%
+95.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +0.6% | -0.6% | +1.2% | +0.7% |
| 3M | -6.2% | +13.4% | -19.6% | -9.7% |
| 6M | -0.8% | +87.4% | -88.1% | -18.4% |
| YTD | +14.8% | +35.9% | -21.1% | +2.8% |
| 1Y | +16.1% | +35.4% | -19.2% | +4.0% |
| 3Y | +71.5% | -16.1% | +87.6% | +68.3% |
| 5Y | +25.8% | -59.4% | +85.1% | +53.0% |
| All | +101.5% | +5.8% | +95.7% | +68.3% |
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