+281.8%
WELL vs AVTR
+8.1%
+273.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | +0.3% |
| 7D | +3.5% | +1.9% | +1.6% | +3.0% |
| 30D | +9.7% | +1.5% | +8.2% | +9.2% |
| 3M | +4.8% | +17.1% | -12.3% | +0.7% |
| 6M | +16.1% | +91.5% | -75.4% | -2.2% |
| YTD | +34.7% | +38.8% | -4.1% | +21.8% |
| 1Y | +31.9% | +37.7% | -5.8% | +19.2% |
| 3Y | +209.9% | -13.5% | +223.3% | +197.9% |
| 5Y | +226.5% | -59.3% | +285.8% | +306.1% |
| All | +281.8% | +8.1% | +273.8% | +141.0% |
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