+1,710.5%
PWR vs AVTR
+1.7%
+1,708.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | +3.6% | +2.7% | +0.9% | +3.0% |
| 30D | -8.6% | +12.1% | -20.6% | -11.0% |
| 3M | -13.2% | +57.2% | -70.4% | -23.1% |
| 6M | +9.9% | +73.1% | -63.2% | -5.6% |
| YTD | +48.0% | +30.6% | +17.4% | +35.8% |
| 1Y | +66.2% | +13.5% | +52.7% | +55.1% |
| 3Y | +195.1% | -31.0% | +226.1% | +205.7% |
| 5Y | +442.6% | -63.2% | +505.8% | +570.1% |
| All | +1,710.5% | +1.7% | +1,708.8% | +1,511.1% |
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 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