+145.1%
SHW vs AVTR
+1.7%
+143.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.8% |
| 7D | -3.2% | +2.7% | -5.9% | -3.9% |
| 30D | -9.5% | +12.1% | -21.6% | -12.2% |
| 3M | +11.5% | +57.2% | -45.8% | -1.8% |
| 6M | -3.5% | +73.1% | -76.6% | -17.5% |
| YTD | +3.7% | +30.6% | -26.9% | -5.0% |
| 1Y | -7.9% | +13.5% | -21.4% | -13.9% |
| 3Y | +24.7% | -31.0% | +55.7% | +29.6% |
| 5Y | +13.6% | -63.2% | +76.8% | +40.1% |
| All | +145.1% | +1.7% | +143.4% | +100.6% |
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 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