+141.0%
WBD vs AVTR
-26.6%
+167.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.2% |
| 7D | -1.7% | +1.6% | -3.3% | -2.1% |
| 30D | +3.9% | +8.4% | -4.5% | +1.9% |
| 3M | +5.1% | +50.2% | -45.1% | -5.0% |
| 6M | +0.6% | +82.6% | -82.0% | -13.9% |
| YTD | -3.2% | +29.8% | -33.0% | -9.9% |
| 1Y | +127.7% | +16.0% | +111.7% | +112.3% |
| All | +141.0% | -26.6% | +167.6% | +142.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling