-1.6%
SW vs AVTR
-60.9%
+59.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.7% |
| 7D | +4.7% | -9.2% | +13.9% | +7.0% |
| 30D | +5.0% | -1.9% | +6.9% | +5.4% |
| 3M | -7.3% | +13.3% | -20.7% | -10.2% |
| 6M | +15.0% | +88.1% | -73.1% | -2.6% |
| YTD | +18.5% | +32.1% | -13.6% | +8.4% |
| 1Y | +27.1% | +30.7% | -3.6% | +16.4% |
| 3Y | +49.3% | -17.6% | +66.9% | +48.0% |
| 5Y | -1.6% | -60.3% | +58.7% | +3.3% |
| All | -1.6% | -60.9% | +59.2% | +3.3% |
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