+204.5%
WELL vs AVTR
-25.8%
+230.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -1.3% | +7.4% | -8.7% | -1.5% |
| 30D | +0.5% | +12.2% | -11.7% | +0.2% |
| 3M | +19.1% | +57.4% | -38.3% | +17.6% |
| 6M | +17.0% | +86.7% | -69.7% | +14.7% |
| YTD | +29.2% | +33.1% | -3.9% | +28.4% |
| 1Y | +42.1% | +16.1% | +26.0% | +42.0% |
| 3Y | +204.5% | -24.6% | +229.2% | +208.8% |
| All | +204.5% | -25.8% | +230.3% | +208.8% |
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