+96.6%
WAT vs AVTR
+1.7%
+94.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -1.3% | +2.7% | -4.0% | -2.3% |
| 30D | +2.3% | +12.1% | -9.7% | -1.9% |
| 3M | +8.7% | +57.2% | -48.5% | -9.1% |
| 6M | +28.3% | +73.1% | -44.7% | +3.4% |
| YTD | +7.8% | +30.6% | -22.8% | -4.5% |
| 1Y | +36.6% | +13.5% | +23.1% | +24.8% |
| 3Y | +45.7% | -31.0% | +76.7% | +55.2% |
| 5Y | -3.3% | -63.2% | +59.9% | +24.0% |
| All | +96.6% | +1.7% | +94.9% | +89.2% |
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