+114.7%
SW vs AVTR
+6.3%
+108.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +4.0% |
| 7D | +12.1% | -6.2% | +18.3% | +13.2% |
| 30D | +6.6% | -1.0% | +7.6% | +6.7% |
| 3M | -6.0% | +14.4% | -20.4% | -8.2% |
| 6M | +21.5% | +95.9% | -74.4% | +7.9% |
| YTD | +20.3% | +36.6% | -16.2% | +12.6% |
| 1Y | +28.1% | +35.1% | -7.0% | +20.0% |
| 3Y | +51.6% | -14.8% | +66.4% | +49.7% |
| 5Y | -0.1% | -59.8% | +59.6% | +2.8% |
| All | +114.7% | +6.3% | +108.4% | +126.3% |
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 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