+12.9%
SHW vs AVTR
-64.4%
+77.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | -1.2% |
| 7D | -3.2% | +1.6% | -4.8% | -3.5% |
| 30D | -11.4% | +8.4% | -19.8% | -12.9% |
| 3M | +3.5% | +50.2% | -46.7% | -5.7% |
| 6M | -3.4% | +82.6% | -85.9% | -15.9% |
| YTD | -0.3% | +29.8% | -30.2% | -7.0% |
| 1Y | -10.4% | +16.0% | -26.4% | -15.6% |
| 3Y | +21.3% | -26.4% | +47.8% | +23.9% |
| 5Y | +12.9% | -64.5% | +77.3% | +37.0% |
| All | +12.9% | -64.4% | +77.3% | +37.0% |
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