+137.1%
WFC vs AVTR
+1.1%
+136.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.3% | -2.0% | +2.3% | +0.8% |
| 30D | +2.3% | +8.1% | -5.8% | +0.2% |
| 3M | +9.8% | +54.2% | -44.4% | -2.8% |
| 6M | +15.6% | +82.6% | -67.0% | -2.6% |
| YTD | -2.4% | +29.8% | -32.3% | -10.4% |
| 1Y | +13.8% | +18.0% | -4.2% | +4.9% |
| 3Y | +134.6% | -26.4% | +161.1% | +138.6% |
| 5Y | +127.9% | -64.8% | +192.8% | +184.5% |
| All | +137.1% | +1.1% | +136.0% | +96.6% |
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