+92.9%
WAT vs AVTR
+1.1%
+91.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.9% | -2.0% | -0.8% | -2.2% |
| 30D | -3.2% | +8.1% | -11.3% | -6.0% |
| 3M | +10.6% | +54.2% | -43.6% | -6.8% |
| 6M | +34.0% | +82.6% | -48.5% | +5.9% |
| YTD | +5.7% | +29.8% | -24.1% | -6.1% |
| 1Y | +37.1% | +18.0% | +19.1% | +23.3% |
| 3Y | +52.4% | -26.4% | +78.8% | +58.6% |
| 5Y | -4.4% | -64.8% | +60.4% | +24.3% |
| All | +92.9% | +1.1% | +91.8% | +86.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling