+10.2%
SHW vs AVTR
-58.9%
+69.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.9% | +0.5% | +1.5% | +1.8% |
| 30D | +8.1% | -1.0% | +9.1% | +8.2% |
| 3M | -2.8% | +12.2% | -15.0% | -5.3% |
| 6M | +15.0% | +97.5% | -82.4% | -1.8% |
| YTD | +9.0% | +35.6% | -26.6% | +0.5% |
| 1Y | +4.5% | +32.8% | -28.3% | -3.3% |
| 3Y | +41.9% | -16.5% | +58.3% | +40.0% |
| All | +10.2% | -58.9% | +69.2% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling