+66.0%
IWM vs AVTR
-25.8%
+91.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.8% |
| 7D | +1.4% | +7.4% | -6.0% | 0.0% |
| 30D | -2.3% | +12.2% | -14.5% | -4.5% |
| 3M | +4.0% | +57.4% | -53.4% | -6.0% |
| 6M | +17.9% | +86.7% | -68.7% | +2.3% |
| YTD | +20.2% | +33.1% | -12.9% | +11.7% |
| 1Y | +25.0% | +16.1% | +8.8% | +17.6% |
| 3Y | +66.0% | -24.6% | +90.6% | +69.1% |
| All | +66.0% | -25.8% | +91.8% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling