+209.9%
WELL vs AVTR
-13.5%
+223.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | +0.9% |
| 7D | +3.5% | +1.9% | +1.6% | +3.5% |
| 30D | +9.7% | +1.5% | +8.2% | +9.7% |
| 3M | +4.8% | +17.1% | -12.3% | +4.6% |
| 6M | +16.1% | +91.5% | -75.4% | +14.7% |
| YTD | +34.7% | +38.8% | -4.1% | +34.3% |
| 1Y | +31.9% | +37.7% | -5.8% | +31.5% |
| 3Y | +209.9% | -13.5% | +223.3% | +227.1% |
| All | +209.9% | -13.5% | +223.3% | +227.1% |
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