-2.3%
SW vs AVTR
-64.3%
+62.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | -5.1% | +2.7% | -7.8% | -5.7% |
| 30D | -4.6% | +12.1% | -16.6% | -7.1% |
| 3M | +9.4% | +57.2% | -47.9% | -2.7% |
| 6M | +3.5% | +73.1% | -69.6% | -10.4% |
| YTD | +22.0% | +30.6% | -8.6% | +12.2% |
| 1Y | +2.2% | +13.5% | -11.3% | -3.0% |
| 3Y | +19.6% | -31.0% | +50.6% | +22.2% |
| All | -2.3% | -64.3% | +62.0% | +9.5% |
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