+133.1%
SHW vs AVTR
+1.1%
+132.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.5% | -2.0% | -2.4% | -4.0% |
| 30D | -12.7% | +8.1% | -20.8% | -14.5% |
| 3M | +4.7% | +54.2% | -49.5% | -7.2% |
| 6M | -3.4% | +82.6% | -86.0% | -18.6% |
| YTD | -1.3% | +29.8% | -31.2% | -9.5% |
| 1Y | -10.4% | +18.0% | -28.4% | -17.1% |
| 3Y | +20.1% | -26.4% | +46.5% | +22.2% |
| 5Y | +10.5% | -64.8% | +75.3% | +38.3% |
| All | +133.1% | +1.1% | +132.1% | +91.1% |
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 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