+129.0%
WAT vs AVTR
+8.1%
+120.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.3% | +3.1% |
| 7D | +6.0% | +1.9% | +4.1% | +5.3% |
| 30D | +9.9% | +1.5% | +8.4% | +9.3% |
| 3M | +17.2% | +17.1% | +0.1% | +10.5% |
| 6M | +34.2% | +91.5% | -57.2% | +4.2% |
| YTD | +25.5% | +38.8% | -13.3% | +8.7% |
| 1Y | +28.3% | +37.7% | -9.5% | +11.2% |
| 3Y | +88.4% | -13.5% | +101.8% | +85.3% |
| 5Y | +36.1% | -59.3% | +95.5% | +69.0% |
| All | +129.0% | +8.1% | +120.9% | +115.3% |
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