+99.9%
IWM vs AVTR
+6.1%
+93.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +2.8% | +3.2% | -0.4% | +1.9% |
| 30D | +0.6% | +0.5% | +0.2% | +0.4% |
| 3M | -7.8% | +12.1% | -19.9% | -10.9% |
| 6M | -1.0% | +91.2% | -92.2% | -19.0% |
| YTD | +13.9% | +36.3% | -22.4% | +2.0% |
| 1Y | +15.4% | +35.2% | -19.8% | +3.4% |
| 3Y | +70.2% | -15.8% | +86.1% | +66.9% |
| 5Y | +23.7% | -58.9% | +82.6% | +50.0% |
| All | +99.9% | +6.1% | +93.8% | +66.9% |
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