+128.6%
WFC vs AVTR
+6.1%
+122.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +1.7% | +3.2% | -1.4% | +0.9% |
| 30D | +6.8% | +0.5% | +6.4% | +6.6% |
| 3M | -3.0% | +12.1% | -15.1% | -6.0% |
| 6M | +15.4% | +91.2% | -75.8% | -3.8% |
| YTD | -5.9% | +36.3% | -42.2% | -14.8% |
| 1Y | +1.7% | +35.2% | -33.6% | -8.0% |
| 3Y | +124.9% | -15.8% | +140.7% | +120.0% |
| 5Y | +90.5% | -58.9% | +149.4% | +127.0% |
| All | +128.6% | +6.1% | +122.5% | +87.1% |
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 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