+1.4%
WBD vs AVTR
+1.7%
-0.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -1.8% | +2.7% | -4.5% | -2.4% |
| 30D | +8.8% | +12.1% | -3.3% | +5.8% |
| 3M | +4.6% | +57.2% | -52.6% | -6.7% |
| 6M | +1.1% | +73.1% | -72.0% | -12.4% |
| YTD | -2.0% | +30.6% | -32.6% | -9.5% |
| 1Y | +140.0% | +13.5% | +126.5% | +125.1% |
| 3Y | +144.4% | -31.0% | +175.4% | +154.9% |
| 5Y | -0.2% | -63.2% | +63.0% | +15.7% |
| All | +1.4% | +1.7% | -0.3% | -10.9% |
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