+117.7%
SW vs AVTR
+1.7%
+116.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | -5.1% | +2.7% | -7.8% | -5.5% |
| 30D | -4.6% | +12.1% | -16.6% | -6.4% |
| 3M | +9.4% | +57.2% | -47.9% | +0.9% |
| 6M | +3.5% | +73.1% | -69.6% | -6.2% |
| YTD | +22.0% | +30.6% | -8.6% | +15.1% |
| 1Y | +2.2% | +13.5% | -11.3% | -1.4% |
| 3Y | +19.6% | -31.0% | +50.6% | +20.8% |
| 5Y | -2.3% | -63.2% | +60.9% | +1.7% |
| All | +117.7% | +1.7% | +116.0% | +131.4% |
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