+130.7%
WFC vs AVTR
-25.8%
+156.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.5% |
| 7D | +1.1% | +7.4% | -6.3% | 0.0% |
| 30D | +0.8% | +12.2% | -11.4% | -1.0% |
| 3M | +9.3% | +57.4% | -48.1% | +0.7% |
| 6M | +10.6% | +86.7% | -76.0% | -1.5% |
| YTD | -4.1% | +33.1% | -37.1% | -9.4% |
| 1Y | +13.6% | +16.1% | -2.6% | +8.3% |
| 3Y | +130.7% | -24.6% | +155.4% | +131.2% |
| All | +130.7% | -25.8% | +156.5% | +131.2% |
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