+0.6%
WBD vs AVTR
+0.6%
0.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -0.7% | -1.1% | +0.3% | -0.5% |
| 30D | +1.4% | +6.3% | -4.9% | -0.1% |
| 3M | +4.4% | +53.3% | -48.9% | -6.3% |
| 6M | +0.8% | +78.6% | -77.8% | -13.3% |
| YTD | -2.7% | +29.2% | -31.9% | -9.9% |
| 1Y | +73.4% | +13.8% | +59.6% | +62.2% |
| 3Y | +142.1% | -27.4% | +169.6% | +149.6% |
| 5Y | +7.2% | -65.0% | +72.2% | +25.5% |
| All | +0.6% | +0.6% | 0.0% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling