+112.0%
IWM vs AVTR
+1.7%
+110.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +0.1% | +2.7% | -2.6% | -0.7% |
| 30D | -1.3% | +12.1% | -13.3% | -4.4% |
| 3M | +1.6% | +57.2% | -55.6% | -11.7% |
| 6M | +13.6% | +73.1% | -59.5% | -4.5% |
| YTD | +20.8% | +30.6% | -9.9% | +9.6% |
| 1Y | +26.4% | +13.5% | +12.9% | +17.2% |
| 3Y | +60.7% | -31.0% | +91.7% | +67.8% |
| 5Y | +38.2% | -63.2% | +101.4% | +72.9% |
| All | +112.0% | +1.7% | +110.3% | +79.4% |
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