+283.2%
WELL vs AVTR
+6.9%
+276.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.4% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +7.8% | +1.5% | +6.2% | +7.3% |
| 3M | +10.2% | +14.2% | -4.0% | +6.5% |
| 6M | +16.4% | +97.4% | -81.0% | -2.7% |
| YTD | +35.2% | +37.3% | -2.1% | +22.5% |
| 1Y | +30.5% | +36.8% | -6.3% | +18.0% |
| 3Y | +206.1% | -15.2% | +221.3% | +196.1% |
| 5Y | +228.3% | -59.2% | +287.4% | +306.7% |
| All | +283.2% | +6.9% | +276.3% | +142.4% |
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