+96.5%
IWM vs AVTR
+5.1%
+91.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.4% |
| 7D | -2.0% | -3.6% | +1.6% | -1.0% |
| 30D | -1.5% | +0.8% | -2.2% | -1.7% |
| 3M | -8.0% | +17.4% | -25.4% | -12.3% |
| 6M | -4.1% | +83.5% | -87.6% | -20.7% |
| YTD | +11.9% | +35.0% | -23.1% | +0.5% |
| 1Y | +15.0% | +36.7% | -21.6% | +2.6% |
| 3Y | +64.2% | -15.3% | +79.5% | +60.5% |
| 5Y | +20.4% | -59.5% | +79.9% | +46.6% |
| All | +96.5% | +5.1% | +91.4% | +64.4% |
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