+386.0%
WDC vs AVTR
+17.0%
+369.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +4.4% | -2.0% | +6.5% | +4.4% |
| 30D | +5.3% | +8.1% | -2.8% | +5.4% |
| 3M | -5.9% | +54.2% | -60.1% | -7.2% |
| 6M | +73.2% | +82.6% | -9.3% | +69.8% |
| YTD | +167.8% | +29.8% | +138.0% | +164.3% |
| 1Y | +386.0% | +18.0% | +368.0% | +316.2% |
| All | +386.0% | +17.0% | +369.0% | +316.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling