+41.9%
SHW vs AVTR
-16.2%
+58.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.9% | +0.5% | +1.5% | +1.9% |
| 30D | +8.1% | -1.0% | +9.1% | +8.2% |
| 3M | -2.8% | +12.2% | -15.0% | -4.7% |
| 6M | +15.0% | +97.5% | -82.4% | +2.1% |
| YTD | +9.0% | +35.6% | -26.6% | +2.5% |
| 1Y | +4.5% | +32.8% | -28.3% | -1.5% |
| 3Y | +41.9% | -16.5% | +58.3% | +48.6% |
| All | +41.9% | -16.2% | +58.0% | +48.6% |
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